Calculate price or yield and accrued interest for Swedish government securities
Introduced in release: 1.0 Component: Non-US (developed mkts) Purpose:
Calculates either the dollar price or yield to maturity and the accrued interest for a Swedish government regular bond or odd first coupon bond.
Notes:
This routine can optionally perform its calculations considering an input ex-dividend date. To calculate an ex-dividend date use the sdgb_exd routine.
This routine internally determines the number of remaining periods to maturity/redemption and uses the appropriate formula based on l1p_yield_type (less than or equal to one period or greater than one period) for price/yield calculations.
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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