 Main Index |
 TIPS Home |
per2dp_da_drper2dp_da_dr (routine)
Calculates the component parts of a period (as integers) for a periodic coupon payment security
Introduced in release: 1.0
Component: Generic
Purpose:
Given the previous coupon date, the next coupon date and a target date this routine calculates the following values:
Number of days accrued in the period
Number of days in the period
Number of days remaining in the period
Special Considerations:
This does not take into consideration odd coupon periods. The given previous and next coupon dates must be the normal coupon dates bounding the target date.
Alternatives:
To calculate the resulting values as double precision number use d_per2dpdadr.
Results:
The days accrued will be returned in the variable days_accrued. The days in the period will be returned in the variable days_period. The days remaining in the period will be returned in the variable days_remain.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
| Last Mod Date: 03/23/1994 | © 2001 TIPS, Inc. | Doc Version: 5.0 |