Calculate adjusted accrued interest for an US treasury index inflation bond
Introduced in release: 1.26 Component: US Bonds Purpose:
Calculates the accrued interest for a US treasury index inflation bond. Specifically it will perform accrued interest calculations for a US treasury index inflation regular bond and odd first coupon bond. It also returns adjusted first coupon values to be passed to other routines.
Alternatives:
If price and/or yield are required in addition to accrued interest, use the usti_py_ai routine instead of this routine. If price and/or yield, current yield, estimated Macaulay duration, estimated convexity, interest on interest, etc. are required in addition to accrued interest, use the usti_risk routine.
Notes:
The maturity date used by this routine can be a maturity/redemption date.
Results:
All results are calculated using the industry standard rules or generally accepted practices. The function returns the accrued interest, adjusted for inflation, per 100 of maturity value, 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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