Calculate price, yield , and 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 either dollar price or yield to maturity and accrued interest for an odd 1st/2nd/last coupon bond which amortizes principal and changes from fixed rate to floating rate.
Notes:
The maturity date used by this routine can be a maturity/redemption date.
Results:
All results are calculated using the industry standard rules or generally accepted practices, accurate to as many places as supported by a double precision value. The variable calculated contains the calculated dollar price or yield to redemption. The variable ai contains the accrued interest per 100 of maturity value.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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