# cpndaysn

Number of days to next coupon date

## Syntax

## Description

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
`NUMBONDS`

-by-`1`

vector containing the number
of days to the next coupon date.

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.

## Examples

## Input Arguments

## Output Arguments

## Version History

**Introduced before R2006a**