Issues with ACCRINT
It seems that I’m not the only one struggling with ACCRINT:
- Gnumeric attempting to implement it
- OASIS struggling to make sense our of it for ODF 1.2
- OASIS struggling again, for the same reasons, with a bit more background
- WestClinTech explaining why Excel’s calculation of an odd long first coupon is wrong
- Bond traders comparing Excel and Bloomberg
So, I asked for help on Stackoverflow and Quantitative Finance. Let’s see where this goes…