tmval.Bond.interest_on_accrued

Bond.interest_on_accrued(t: float, gr: Union[float, tmval.rate.Rate] = None, tprac: str = 'theoretical') → float

Calculates the interest on accrued interest for a coupon.

Parameters

• t (float) – The valuation time.

• gr (float, Rate) – The valuation rate, if different from the yield.

• tprac (str) – Whether you want to use ‘theoretical’ or ‘practical’ values.

Returns

The interest on accrued interest.

Return type

float