Calculate accrued interest for a capitalizing, amortizing bond 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 with coupon rate changes a capitalization feature with capitalization rates varying over time, and which amortizes principal. In addition the coupon, amortization, capitalization, and cash flow dates can be adjusted to business dates.
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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