Calculate accrued interest for an odd 1st, 2nd, last period bond - fixed/floating rate
Introduced in release: 1.2 Component: Non-US (emerging mkts) Purpose:
Calculates the accrued interest for an odd 1st/2nd/last coupon bond which amortizes principal and changes from fixed rate to floating rate. It also returns adjusted coupon values to be passed to other routines.
Alternatives:
If price/yield are required in addition to accrued interest, use the pffa_py_ai routine instead of this routine.
Results:
All results are calculated using the industry standard rules or generally accepted practices. The function returns 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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