# cpndatepq

Previous quasi-coupon date for fixed-income security

## Syntax

## Description

determines
the previous quasi-coupon date for a set of `PreviousQuasiCouponDate`

= cpndatepq(`Settle`

,`Maturity`

)`NUMBONDS`

fixed
income securities. Prior 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.
This function finds the previous quasi-coupon date for bonds with
a coupon structure whose first or last period is either normal, short,
or long.

Required input arguments must be number of bonds, `NUMBONDS`

-by-`1`

or `1`

-by-`NUMBONDS`

,
conforming vectors or scalars.

,
using optional input arguments, determines the previous quasi-coupon
date for a set of `PreviousQuasiCouponDate`

= cpndatepq(___,`Period`

,`Basis`

,`EndMonthRule`

,`IssueDate`

,`FirstCouponDate`

,`LastCouponDate`

)`NUMBONDS`

fixed income securities.

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 strings or date character
vectors, then `PreviousQuasiCouponDate`

is returned as a serial
date number. Use the function `datestr`

to convert serial date
numbers to formatted date character vectors.

If any of the inputs for `Settle`

, `Maturity`

, `IssueDate`

, `FirstCouponDate`

,
and `LastCouponDate`

are datetime arrays, then `PreviousQuasiCouponDate`

is
returned as a datetime array.

## Examples

## Input Arguments

## Output Arguments

## Version History

**Introduced before R2006a**