Calculate cash flows for a US treasury index inflation bond w/inflation assumption
Introduced in release: 1.4 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) using a projected rate of inflation. 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 do not consider a projected inflation rate use usti_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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