Returns the interest which has accrued on a security that pays
interest at maturity.
Namespace: Imsl.FinanceAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntaxpublic static double Accrintm(
DateTime issue,
DateTime maturity,
double rate,
double par,
DayCountBasis basis
)
Public Shared Function Accrintm (
issue As DateTime,
maturity As DateTime,
rate As Double,
par As Double,
basis As DayCountBasis
) As Double
public:
static double Accrintm(
DateTime issue,
DateTime maturity,
double rate,
double par,
DayCountBasis^ basis
)
static member Accrintm :
issue : DateTime *
maturity : DateTime *
rate : float *
par : float *
basis : DayCountBasis -> float
Parameters
- issue
- Type: SystemDateTime
Ahe DateTime issue date of the security.
- maturity
- Type: SystemDateTime
The DateTime date of the security's maturity.
- rate
- Type: SystemDouble
A double which specifies the security's annual coupon rate.
- par
- Type: SystemDouble
A double which specifies the security's par value.
- basis
- Type: Imsl.FinanceDayCountBasis
A DayCountBasis object which contains the type of day count
basis to use.
Return Value
Type:
Double
A
double which specifies the accrued interest.
Remarks
In the above equation,
represents the number
of days starting at issue date to maturity date and
represents the annual basis.
See Also