Calculate cash flows for an odd 1st, 2nd, last period bond - fixed/floating rate w/date adjustments
Introduced in release: 1.9 Component: Non-US (emerging mkts) Purpose:
Calculates cash flows with corresponding dates for an odd 1st/2nd/last coupon bond which amortizes principal and can change from fixed rate to floating rate. The cash flow dates can be adjusted for weekends and holidays. The cash flows are all interest payments and principal repayments combined by date.
Special Considerations:
For the cash flows to be scaled consistently with those used by the security specific price/yield routine, set the variable thous_securities to zero. This forces the cash flows to be based on 100 of maturity value.
Alternatives:
If you do not need to adjust cash flows for weekends and holidays use pffa_cfs.
Notes:
The maturity date used by this routine can be a maturity/redemption date.
Results:
All results are accurate to as many places as supported by a double precision value. The array cfs contains the cash flows and the arrays cf_months, cf_days, cf_years contain the corresponding dates.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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