Calculate cash flows for a floating rate security which changes day type
Introduced in release: 1.2 Component: Non-US (emerging mkts) Purpose:
Calculates cash flows with corresponding dates for a floating rate security which can change day type on coupon payment dates. The cash flows include all payments to the security holder including interest payments and principal repayments.
Special Considerations:
If you want to calculate the cash flows used by the security specific price/yield routines for this security please set the variable thous_securities to zero. The cash flows will be based on 100. For cash flows based on any other amount set thous_securities to the correct number of thousands.
Notes:
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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