oBondCA_CFM( ) - Canadian Government Bond Cash Flow Map Function


Component	Resolution - Bond Pricing

Function Definition	oBondCA_CFM(Settlement Date, DatedDate, FirstCpnDate, MaturityDate, FaceValue, CouponRate, HolidaySchedule, OutputFlag) Generates a cash flow map using the Canadian Government bond pricing conventions. Returns either the cash flow map or the cash flow data (all cash flow data items or just one).

Bond Types	Canadian Government bonds (Canadas).

Function Parameters

Parameters		Description	Parameter Type	Restrictions
.
Settlement Date		Valuation date of the bond	Date	SetDate < MatDate SetDate >DatedDate
Dated Date		Date on which the bond begins to accrue interest.	Date	DatedDate<MatDate
First CpnDate		Date that the first coupon is paid. Only required if bond has an odd first coupon period. If not required, leave either blank or enter 0 as the date.	Date	F.C.D > DatedDate F.C.D < P.C.D F.C.D < MatDate
Maturity Date		Maturity date of the bond	Date	MatDate>DatedDate
Face Value		Redemption value for the bond paid at maturity.	Double	FaceValue >= 0
Coupon Rate		Coupon rate of the bond, expressed as a decimal.	Double	Coupon Rate >= 0
Holiday Schedule		Schedule of non-business days (excluding weekends).	Date Range	Leave blank if not applicable
Output Flag		Indicates which result, or set of results, will be displayed in the worksheet. When returning more than one value, the function must be entered as an array function. See Cash Flow Map Output	Enumerated Constant	0 - Cash flow Map 1 - Cash Flow Data 2 - Prev C.F Date 3 - Next C.F Date 4 - Days to Maturity 5 - Years to Maturity 6 - Days to next cpn 7 - Days Accrued 8 - No. of Cashflows 9 - Next Ex-div Date 10 -Days in prd (act) 11 -Days in prd (acc) 12 - Dividend State