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oGetAI( ) Function

Component

Resolution - Utility

 

Function Definition

oGetAI(SettlementDate, StartDate, EndDate, CouponAmount, Frequency, AccrualBasis)

Determines the amount of accrued interest between two dates.

 

 

Function Parameters

 

Parameters

Description

 

Parameter Type

 

Restrictions

.

Settlement Date

 

Valuation date of the instrument.

 

Date

 

StartDate < SettleDate
SettleDate <
EndDate

StartDate

 

Start date of the period.

 

Date

 

StartDate < EndDate

EndDate

End date of the period.

 

Date

 

StartDate < EndDate

CouponAmount

 

Coupon amount of the instrument.

 

Double

 

CpnAmount >= 0

Frequency

 

The frequency of the coupon payments.

 

Enumerated Constant

 

1 - Annual
2 - Semi-Annual
3 - Quarterly
4 - Monthly

Accrual Basis

 

Basis for determining the number of days assumed between two dates.

See Day Count Conventions

 

Enumerated Constant

 

1 - Act/Act (actual)
2 - Act/Act (bond)
3 - Act/360
4 - Act/365
5 - Act/365 ISDA
6 - Act/365 JGB (NL)
7 - 30/360 ISDA
8 - 30/360 PSA
9 - 30E/360
10 - 30E+/360
11 - Act/365L

 

 

 

 

 

 

 

See Also

Parameter Types

oGetDIP( ) Function

oGetDIY( ) Function

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