Calculates cash flows for an Spanish government bond
Introduced in release: 1.0 Component: Non-US (developed mkts) Purpose:
Determines all future cash flows and their corresponding dates, from the settlement date, for a Spanish government regular bond with an optional interest free period. Specifically it performs calculations on Bonos, and Obligaciones. The cash flows are all interest payments and principal repayments combined by date.
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:
All results are scaled by thous_securities and accurate to as many places as supported by double precision numbers. The array cfs contains the cash flows and the arrays cf_months, cf_days, cf_years contain the corresponding dates.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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