Calculate adjusted price, yield to maturity, and accrued interest for a US treasury inflation indexed bond
Introduced in release: 1.26 Component: US Bonds Purpose:
Calculates either dollar price or yield to maturity and accrued interest for a US treasury inflation indexed bond (a regular bond and odd first coupon bond).
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, accurate to as many places as supported by a double precision value. The variable calculated contains the calculated dollar price (adjusted for inflation) or yield to redemption. To round or truncate the result to industry standards see the routine rslt_fix_plc. The variable ai contains the accrued interest (adjusted for inflation) per 100 of maturity value.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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