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pfca_cfs

pfca_cfs (routine)

Calculate cash flows for a capitalizing bond which amortizes principal

Introduced in release: 1.2
Component: Non-US (emerging mkts)
Purpose: Calculates cash flows with corresponding dates for an odd 1st/2nd/last coupon bond with coupon rate changes a capitalization feature and which amortizes principal. 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.

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.
Last Mod Date: 10/20/1998© 2001 TIPS, Inc.Doc Version: 5.0