Accrued Interest

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Codebook

In general, it is not necessary to construct an IAccruedInterestRules object from the scratch. Instead you access a corresponding object after it has been created during the construction process of a Bond.

IMarketBond bond = PeriodicBond.create(100.0, Day.create(2008, 8, 4), Day.create(2013, 8, 30), 0.04, 2);
IAccruedInterestRules ai = bond.getAccruedInterest();

Now that you have access to the accrued interest rules, you can manipulate some of the conventions and properties.

IDayCountConvention dcc = ai.getDayCountConvention(); 
// returns an instance of ISMADayCountConvention (by default)
IBusinessDayConvention bdc_settlement = ai.getBDCSettlement();
// returns the business day convention for the settlement dates
IBusinessDayConvention bdc_payment = ai.getBDCPayment();
// returns the business day convention for the coupon dates

See also