Calculates one day's interest for an Spanish government bond
Introduced in release: 1.0 Component: Non-US (developed mkts) Purpose:
Calculates the amount of interest earned from the day before the settlement date to settlement, taking into account the quantity, for a Spanish government regular bond with an optional interest free period. Specifically it performs calculations on Bonos, and Obligaciones.
Special Considerations:
This function has as one of its parameters spgb_convention_flag, a flag which specifies the convention to use in performing the calculation. The flag allows for auto determination or specification of the convention. Please review the documentation of spgb_convention_flag for details.
Notes:
The settlement date used by this routine can be a settlement/target date.
Results:
The returned value is the interest, scaled by the quantity, 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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