Description:
The external library function (See External Library Guide) equals the Excel COUPNCD or COUPNND function.
Syntax:
|
Fcoupcd(settlement,maturity) |
It is equivalent to Excel COUPNCD function and returns the next coupon date after the settlement date for a security. Annually. The day count basis method is US (NASD) 30/360 |
|
Fcoupcd@p(settlement,maturity) |
It is equivalent to Excel COUPNND function and returns the previous coupon date before the settlement date for a security. Annually. The day count basis method is US (NASD) 30/360 |
Parameter:
|
settlement |
The security's settlement date |
|
maturity |
The security's maturity date |
Option：
|
@2 |
Semi-annually. It corresponds to the Excel frequency parameter |
|
@4 |
Quarterly. It corresponds to the Excel frequency parameter |
|
@1 |
Specify the day count basis method Actual/Actual. It corresponds to the Excel basis parameter |
|
@0 |
Specify the day count basis method Actual/360. It corresponds to the Excel basis parameter |
|
@5 |
Specify the day count basis method Actual/365. It corresponds to the Excel basis parameter |
|
@e |
Specify the day count basis method European 30/360. It corresponds to the Excel basis parameter |
Example:
|
Fcoupcd@21(date("2007-1-25"),date("2008-11-15")) |
2007-05-15 |
|
Fcoupcd@p2(date("2008-3-15"),date("2008-11-3")) |
2007-11-03 |