Accrued Amt


Function Accrued Amt within
Bond with keys Bond Accrued Amt keys returns the 100-scaled accrued amount(s) of the referenced bond(s) at one (or several) given reference date
This equals the interest amount that has been earned up to during the accrual period containing assuming a notional of 100.
With regard to the rate conventions being used, observe the following:
In the case of bonds of type
Fxd Rate Bond, the optional conventions suplied in Accrued Rate Def (if provided) overwrite those in Rate Def

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).