Difference between revisions of "Manuals/calci/couppcd"
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<div style="font-size:30px">'''COUPPCD(settle, M, F, basis)'''</div><br/> | <div style="font-size:30px">'''COUPPCD(settle, M, F, basis)'''</div><br/> | ||
− | *<math> | + | *<math>s</math> is the security's settlement date. |
− | *<math> | + | *<math>m</math> is the security's maturity date(Expire date). |
− | *<math> | + | *<math>f</math> is the number of coupon(interest) payments per year(1,2 or 4) |
− | *<math> | + | *<math>b</math> is the Type of day count basis. |
==Description== | ==Description== |
Revision as of 03:26, 24 February 2014
COUPPCD(settle, M, F, basis)
- is the security's settlement date.
- is the security's maturity date(Expire date).
- is the number of coupon(interest) payments per year(1,2 or 4)
- is the Type of day count basis.
Description
- This function returns a date that represents next coupon date after the settlement date.
- must be 1,2 or 4
- COUPNCD shows there value when Failed to parse (unknown function "\lt"): {\displaystyle basis\lt 0} or Failed to parse (unknown function "\gt"): {\displaystyle basis\gt 0} Basis>4,
- must be greater than or equal to maturity date.
- is the calender system to use.
0 - US method (NASD), 12 months of 30 days each 1 - Actual number of days in months, actual number of days in year 2 - Actual number of days in month, year has 360 days 3 - Actual number of days in month, year has 365 days 4 - European method, 12 months of 30 days each
- COUPPCD returns errors when
Settlement or Maturity is not a valid date. Frequency is any number other than 1, 2, or 4. Basis < 0 or if Basis > 4. Settlement ≥ Maturity.
Examples
- =COUPPCD("2007/02/21","2009/02/21",2,1)
Wed Feb 21 2007 00:00:00 GMT+0530 (India Standard Time)
- =COUPPCD("2005-07-13", "2009-01-18", 2, 3)
Tue Jan 18 2005 05:30:00 GMT+0530 (India Standard Time)