1. Cash Flow Engine Reference Guide
  2. Cash Flow Dictionary
  3. Cash Flow Columns
  4. Accrued Interest (ACCRUED_INTEREST)
  5. Data Verification Requirements and Suggested Defaults

8.2.4.3 Data Verification Requirements and Suggested Defaults

  • Should be > 0 for Non-Maturity Behavior Pattern Instruments.
  • For Non-MaturityBbehavior Pattern Instruments, set LAST_PAYMENT_DATE = AS_OF_DATE.
  • For Non-Maturity Behavior Pattern Instruments, set NEXT_PAYMENT_DATE equal to the next expected interest payment date.
  • For Non-Maturity Behavior Pattern Instruments, set PMT_FREQ equal to the interest payment frequency.