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Cash Flow Map Output

The output returned from the Cash Flow Map functions is controlled by the Output Flag parameter. Setting the output flag to 0 will return the Bond's cash flow map as an array function. Setting the flag to 1 will return all the cash flow data statistics as an array function, while setting the flag to a value between 2-12 will return an individual cash flow data item.

 

The cash flow map is a table of six columns by n rows (where n is the number of the bond's cash flows), as follows. See oBond3_CFM( ) Example.

Nominal Date

Actual Date

Coupon Amount

Face Value

Total Cash Flow

Number of Days in Period

.

1/6/03

1/6/03

4,113.6986

0.0000

4,113.6986

182

1/12/03

1/12/03

4,136.3014

0.0000

4,136.3014

183

1/6/04

1/6/04

4,136.3014

0.0000

4,136.3014

183

...

...

...

...

...

...

1/6/08

1/6/08

4,136.3014

100,000.0000

104,136.3014

183

 

 

Cash flow data is returned by setting the output flag to 1 (as an array function) or as a series of individual functions having output flags of 2-12. See oBond3_CFM( ) Example.

 

Previous Coupon Date

1/12/2002

Next Coupon Date

1/6/2003

Days to Maturity

1919

Years to Maturity

5.2514

Days to Next Coupon

92

Days Accrued

90

Number of Cash Flows Remaining

11

Next Ex-dividend Date

1/6/2003

Days in Coupon Period (actual)

182

Days in Coupon Period (accrual)

182

Dividend State

Cum Dividend

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