I'm trying to compute the P/L value of a portfolio. I would need the "total accrued amount" for a fixed income security over a specific period.
For example, XS1700429480 (ISIN) has paid accrued interest of $0.00325 over the period of Apr 1 to May 11, 2021. Is there a way to fetch this number?
The formula I'm using now is: (but it's not correct)
Thanks so much!