AccInt(@)
This function is available in the Formula Toolbox. It returns the bond's accrued interest.
This function builds a coupon payments calendar based on the parameters (maturity date and number coupons per year) of the bond instrument. It uses the current bar time for ascertaining the appropriate previous coupon date. Based on the bond's coupon rate, it calculates accrued interest between previous coupon date and date specified in the function parameters.
The output is a decimal number. It is quoted in the same units as the bond price.
Requires enablement.
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Parameter |
Description |
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Date |
Current Day or Specific Date. |