Number of days to next coupon date
returns
the number of days from the settlement date to the next coupon date
for a bond or set of bonds. For zero coupon bonds coupon dates are
computed as if the bonds have a semiannual coupon structure. NumDaysNext
= cpndaysn(Settle
,Maturity
)NumDaysNext
returns
a double for serial date number, date character vector, and datetime
inputs.
Required input arguments must be number of bonds, NUMBONDS
-by-1
or 1
-by-NUMBONDS
,
conforming vectors or scalars.
returns
the number of days from the settlement date to the next coupon date
for a bond or set of bonds using optional input arguments. NumDaysNext
= cpndaysn(___,Period
,Basis
,EndMonthRule
,IssueDate
,FirstCouponDate
,LastCouponDate
)
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 NumDaysNext
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 NumDaysNext
is
returned as a datetime array.
accrfrac
| cfamounts
| cfdates
| cftimes
| cpncount
| cpndaten
| cpndatenq
| cpndatep
| cpndatepq
| cpndaysp
| cpnpersz
| datetime