Calculates one day's interest for a UK index linked government bond (Index-linked Gilts)
Introduced in release: 1.9 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 UK government index-linked gilt. The gilts can take the form of a regular bond or odd first coupon bond with optional partial payments.
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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