Calculates cash flows for a UK government index linked bond (Index-linked Gilts)
Introduced in release: 1.4 Component: Non-US (developed mkts) Purpose:
Determines all future cash flows and their corresponding dates, from the settlement date, 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. The cash flows are all interest payments and principal repayments combined by date.
Special Considerations:
This routine takes into consideration partial payments in the first period. For the cash 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 cash flows to be based on 100 of maturity value.
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:
This routine can optionally perform its calculations considering an input ex-dividend date. To calculate an ex-dividend date use the ukgb_exd routine.
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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