Calculate cash flows for a US corporate one step coupon bond
Introduced in release: 1.2 Component: US Bonds Purpose:
Calculates cash flows with corresponding dates for a US corporate stepped coupon periodic interest payment security. Specifically it will calculate cash flows for all corporate periodic payment securities that pay the same dollar amount of interest each period until a conversion date and then a new dollar amount of interest each period until maturity (1 step).
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.
Notes:
The maturity date used by this routine can be a maturity/redemption date.
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.
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