Next coupon date for fixed-income security
returns
the next coupon date after the NextCouponDate
= cpndaten(Settle
,Maturity
)Settle
date. This
function finds the next coupon date whether or not the coupon structure
is synchronized with the Maturity
date.
Required input arguments must be number of bonds, NUMBONDS
-by-1
or 1
-by-NUMBONDS
,
conforming vectors or scalars.
returns
the next coupon date after the NextCouponDate
= cpndaten(___,Period
,Basis
,EndMonthRule
,IssueDate
,FirstCouponDate
,LastCouponDate
)Settle
date using
optional input arguments.
Optional input arguments must be either NUMBONDS
-by-1
or 1
-by-NUMBONDS
conforming
vectors, scalars, or empty matrices.
If all the inputs for Settle
, Maturity
, IssueDate
, FirstCouponDate
,
and LastCouponDate
are either serial date numbers
or date character vectors, then NextCouponDate
is
returned as a serial date number. The function datestr
converts a serial date number
to a formatted date character vector.
If any of the inputs for Settle
, Maturity
, IssueDate
, FirstCouponDate
,
and LastCouponDate
are datetime arrays, then NextCouponDate
is
returned as a datetime array.
accrfrac
| cfamounts
| cfdates
| cftimes
| cpncount
| cpndatenq
| cpndatep
| cpndatepq
| cpndaysn
| cpndaysp
| cpnpersz
| datetime