Accrual Prd


Function Accrual Prd within
Bond with keys Bond Accrual Prd keys returns the accrual period(s) of the referenced bond(s) at a given reference date
This equals the number of calendar days of the accrual period containing expressed in annual units according to the bond's day count convention.

If the settlement date is not explicitly given, it will be set to the bond's settlement date as implied by a trade transaction assumed to occur on the
trade date T₀ (typically today).