Whole Accr End

Key Whole Accr End in Interest Fn refers to an optional object of type Schedule that can be used to adjust the end times of "whole" accrual periods as explained below.
If omitted, no such adjustment takes place.

The Schedule object defines two series of dates:
1) The dates d₁, d₂ , ... , dᵤ read off the object's key _Unadjusted Dates that set the unbumped dates when "whole" accrual period are supposed to end.
1) The dates d'₁, d'₂ , ... , d'ᵤ read off the object's key _Adjusted Dates that define the corresponding due dates, in the following sense:
If the variable input date d to the function here happens to equal one of the dates in d'₁, d'₂ , ... , d'ᵤ, the appricable accrual period is assumed to end at the corresponding date in d₁, d₂ , ... , dᵤ rather than at d

For example, if d = d'₂, the accrual period is assumed to end at d₂ rather than at d

This entry is useful when the function is valuated on observation dates that are business days, but the interest amount should be calculated on the basis of an accrual period of which the end date might fall on a non-business day.