Calculates one day's interest for an UK government bond (Gilts)
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 an UK government regular bond or odd first coupon bond.
Special Considerations:
This routine takes into consideration partial payments in the first period.
This function has as one of its parameters ukgb_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 ukgb_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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