# cfdatesq

Quasi-coupon dates for fixed-income security

## Syntax

## Description

returns a matrix of quasi-coupon dates expressed in datetime format (if any inputs are
in datetime format). `QuasiCouponDates`

= cfdatesq(`Settle`

,`Maturity`

)

Successive quasi-coupon dates determine the length of the standard coupon period for the fixed-income security of interest, and do not necessarily coincide with actual coupon payment dates. Quasi-coupon dates are determined regardless of whether the first or last coupon periods are normal, long, or short.

`QuasiCouponDates`

has `NUMBONDS`

rows and the
number of columns is determined by the maximum number of quasi-coupon dates required to
hold the bond portfolio. `NaN`

s are padded for bonds which have less
than the maximum number quasi-coupon dates. By default, quasi-coupon dates after
settlement and on or preceding maturity are returned. If settlement occurs on maturity,
and maturity is a quasi-coupon date, then the maturity date is returned.

specifies options using one or more optional arguments in addition to the input
arguments in the previous syntax. `QuasiCouponDates`

= cfdatesq(___,`Period`

,`Basis`

,`EndMonthRule`

,`IssueDate`

,`FirstCouponDate`

,`LastCouponDate`

,`PeriodsBeforeSettle`

,`PeriodsAfterMaturity`

)

## Examples

## Input Arguments

## Output Arguments

## Version History

**Introduced before R2006a**