Calculate interest and principal flows for a bond with one coupon step
Introduced in release: 1.1 Component: US Bonds Purpose:
Calculates interest and principal flows with corresponding dates for a bond with one coupon step. The interest flows include all interest payments to the security holder and the principal flow includes all principal repayments.
Special Considerations:
For the interest and principal flows to be scaled consistently with those used by the security specific price/yield routine set the variable thous_securities to zero. This forces the flow to be based on 100 of maturity value.
Results:
All results are scaled by thous_securities and accurate to as many places as supported by double precision numbers. The array ifs contains the interest flows, the array pfs contains the principal flows and the arrays cf_months, cf_days, cf_years contain the corresponding date.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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