Calculate bond dollar price, yield to maturity and accrued interest for Swiss government bonds
Introduced in release: 1.0 Component: Non-US (developed mkts) Purpose:
Calculates either dollar price or yield to maturity and accrued interest for Swiss government regular bond or odd first coupon bond. Specifically it performs calculations on SGBs, and SGNs.
Special Considerations:
Custody of coupons is determined by trade date not settlement date.
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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