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zero_cpn_cav

zero_cpn_cav (routine)

Calculates the capital accreted value for a zero coupon bond

Introduced in release: 1.0
Component: US Bonds
Purpose: Calculates the capital accreted value for a zero coupon security.

Notes: This routine only works with security_type 1, or 3 through 8. It does not work with any foreign security types.

Results: All results are accurate to as many places as supported by double precision numbers.

Error Conditions: Returned values should be ignored for a non-zero status. See Errors.
Last Mod Date: 08/29/1991© 2001 TIPS, Inc.Doc Version: 5.0