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Allow ACCRINT to accept a firstinterest date equal to settlement date. Fix #22
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src/ExcelFinancialFunctions/bonds.fs

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Original file line numberDiff line numberDiff line change
@@ -148,7 +148,7 @@ module internal Bonds =
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accrIntM issue settlement rate par basis
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let calcAccrInt issue firstInterest settlement rate par (frequency:Frequency) basis (calcMethod:AccrIntCalcMethod) =
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(settlement > issue) |> elseThrow "settlement must be after issue"
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(firstInterest > settlement) |> elseThrow "firstInterest must be after settlement"
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(firstInterest >= settlement) |> elseThrow "firstInterest must be after settlement"
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(rate > 0.) |> elseThrow "rate must be more than 0"
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(par > 0.) |> elseThrow "par must be more than 0"
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accrInt issue firstInterest settlement rate par frequency basis calcMethod

tests/ExcelFinancialFunctions.Tests/testdata/accrint.test

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@@ -1920,3 +1920,4 @@
19201920
4/2/1999 12:00:00 AM,1/2/2002 12:00:00 AM,7/2/2000 12:00:00 AM,0.1,12030.34,Quarterly,UsPsa30_360,1503.7925
19211921
3/4/1984 12:00:00 AM,3/4/1994 12:00:00 AM,4/5/1991 12:00:00 AM,0.07,120,Quarterly,UsPsa30_360,59.52333333333
19221922
3/4/1984 12:00:00 AM,3/4/1994 12:00:00 AM,4/5/1991 12:00:00 AM,0.07,120,Quarterly,UsPsa30_360,59.52333333333
1923+
8/15/2018 12:00:00 AM,2/15/2019 12:00:00 AM,2/15/2019 12:00:00 AM,0.02125,100,SemiAnnual,ActualActual,1.0625

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