Function Accrued Amt within with keys returns the 100-scaled accrued amount(s) of the referenced bond(s) at one (or several) given reference date Tˢ
This equals the interest amount that has been earned up to Tˢ during the accrual period containing Tˢ assuming a notional of 100.
With regard to the rate conventions being used, observe the following:
In the case of bonds of type , the optional conventions suplied in (if provided) overwrite those in
If the settlement date Tˢ 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 T₀ (typically today).