Returns the price per $100 face value of a security having an odd (short or long) last period.
The security’s settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer.
The security’s maturity date. The maturity date is the date when the security expires.
The security’s last coupon date.
The security’s interest rate.
The security’s annual yield.
The security’s redemption value per $100 face value.
The number of coupon payments per year. For annual payments, frequency = 1; for semiannual, frequency = 2; for quarterly, frequency = 4.
The type of day count basis to use.
Contributors: Alberto Ferrari, Marco Russo