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Manuals/calci/couppcd (view source)
Revision as of 07:28, 24 February 2014
, 07:28, 24 February 2014→Description
==Description==
==Description==
*This function returns a date that represents next coupon date after the settlement date.
*This function returns a date that represents next coupon date after the settlement date.
*<math>F</math> must be 1,2 or 4
*<math>f</math> must be 1,2 or 4
*COUPNCD shows there value when <math>basis\lt 0</math> or <math>basis\gt 0</math>Basis>4,
*COUPNCD shows there value when <math>basis\lt 0</math> or <math>basis\gt 0</math>Basis>4,
*<math>Settlement date</math> must be greater than or equal to maturity date.
*<math>Settlement date</math> must be greater than or equal to maturity date.
*<math>basis</math> is the calender system to use.
*<math>b</math> is the calender system to use.
0 - US method (NASD), 12 months of 30 days each
0 - US method (NASD), 12 months of 30 days each
1 - Actual number of days in months, actual number of days in year
1 - Actual number of days in months, actual number of days in year
3 - Actual number of days in month, year has 365 days
3 - Actual number of days in month, year has 365 days
4 - European method, 12 months of 30 days each
4 - European method, 12 months of 30 days each
*COUPNCD returns errors when
Settlement<math>(s)</math> or Maturity<math>(m)</math> is not a valid date.
Frequency<math>(f)</math> is any number other than 1, 2, or 4.
Basis<math>(b)</math> < 0 or if Basis<math>(b)</math> > 4.
Settlement<math>(s)</math> ≥ Maturity<math>(m)</math>.
==Examples==
==Examples==