Calculate accrued interest for an odd 1st, 2nd, last bond - fixed/floating rate w/date adjustments
Introduced in release: 1.9 Component: Non-US (emerging mkts) Purpose:
Calculates accrued interest for an odd 1st/2nd/last coupon bond which amortizes principal and changes from fixed rate to floating rate. The cash flows can be adjusted to business dates.
Alternatives:
If you do not need to adjust cash flows for weekends and holidays use pffa_ai.
Notes:
The maturity date used by this routine can be a maturity/redemption date.
Results:
The returned value is the accrued interest per 100 of maturity value, accurate to as many places as supported by a double precision value.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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