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reg_per_inforeg_per_info (routine)
Calculate period factors for a periodic coupon payment security
Introduced in release: 1.0
Component: Generic
Purpose:
Given a date and a coupon date calculate the following values:
Number of days accrued in the period containing the first date
Number of days in the period containing the first date
Number of days remaining in the period containing the first date
Number of full periods between the first date and the coupon date
Fractional period flag between the first date and the coupon
date (1 if there is a fractional period; 0 if there is not).
Special Considerations:
This does not take into consideration odd coupon periods. The given first date must be before the given coupon date.
Alternatives:
To calculate the date factors as double precision numbers use d_regperinfo.
Results:
The days accrued will be returned in the variable days_accrued. The days in the period will be returned in the variable days_period. The days remaining in the period will be returned in the variable days_remain. The full periods will be returned in the variable full_per If there is a remaining fractional period the variable frac_per will be set to one (1) otherwise it will be zero (0).
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
| Last Mod Date: 10/18/1991 | © 2001 TIPS, Inc. | Doc Version: 5.0 |