Calculate cash flows for a US treasury index inflation bond
Introduced in release: 1.26 Component: US Bonds Purpose:
Calculates cash flows with corresponding dates for a US treasury index inflation bond (a regular bond and odd first coupon bond). The cash flows include all payments to the security holder including interest payments and principal repayments adjusted for inflation.
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.
Alternatives:
If you would like to calculate cash flows which take into consideration a projected inflation rate use usti_inf_cfs.
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, adjusted for inflation, and the arrays cf_months, cf_days, cf_years contain the corresponding dates. 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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