Introduced in release: 1.2 Component: US Bonds Purpose:
Calculates cash flows with corresponding dates for a US treasury bill. The cash flows include all payments to the security holder. In this case only a principal payment at maturity.
Special Considerations:
If you want to calculate the cash flows used by the security specific price/yield routines for this security please set the variable thous_securities to zero. The cash flows will be based on 100. For cash flows based on any other amount set thous_securities to the correct number of thousands.
Results:
All results are accurate to as many places as supported by a double precision value. 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.