Time factors corresponding to bond cash flow dates
[TFactors] = cftimes(Settle, Maturity)
[TFactors] = cftimes(Settle, Maturity,
Period,
Basis, EndMonthRule,
IssueDate, FirstCouponDate, LastCouponDate,
StartDate)
[TFactors] = cftimes(Settle, Maturity,'ParameterName',
'ParameterValue ...)
[TFactors] = cftimes(Settle, Maturity)
determines
the time factors corresponding to the cash flows of a bond or set
of bonds.
[TFactors] = cftimes(Settle, Maturity,
determines the time factors corresponding to
the cash flows of a bond or set of bonds, including optional inputs.
Period,
Basis, EndMonthRule,
IssueDate, FirstCouponDate, LastCouponDate,
StartDate)
[TFactors] = cftimes(Settle, Maturity,
accepts optional inputs
as one or more commaseparated parameter/value pairs. 'ParameterName',
'ParameterValue ...)
'ParameterName'
is
the name of the parameter inside single quotes. ParameterValue
is
the value corresponding to 'ParameterName'
.
Specify parameter/value pairs in any order. Names are caseinsensitive.

Settlement date. A vector of serial date numbers or date strings. 

Maturity date. A vector of serial date numbers or date strings. 
Enter the following inputs using an ordered syntax or as parameter/value pairs. You cannot mix ordered syntax with parameter/value pairs.

Coupons per year of the bond. A vector of integers. Values are 0, 1, 2, 3, 4, 6, and 12. Default: 2 

Daycount basis of the instrument. A vector of integers.
For more information, see basis. Default: 0 

Endofmonth rule. A vector. This rule applies only when Default: 1 

Issue date for a bond. 

Date when a bond makes its first coupon payment; used when bond
has an irregular first coupon period. When Default: If you do not specify a 

Last coupon date of a bond before the maturity date; used when
bond has an irregular last coupon period. In the absence of a specified Default: If you do not specify a 

Date when a bond actually starts (the date from which a bond
cash flow is considered). To make an instrument forwardstarting,
specify this date as a future date. If you do not specify 
Enter the following inputs only as parameter/value pairs.

Compounding frequency for yield calculation. By default, SIA bases (07) and BUS/252 use a semiannual compounding convention and ISMA bases (812) use an annual compounding convention. 

Basis used to compute the discount factors for computing the yield. The default behavior is for SIA bases to use the actual/actual day count to compute discount factors. If you use ISMA day counts and BUS/252, the specified bases are used. 


cftimes
computes the time factor of a cash
flow, which is the difference between the settlement date and the
cash flow date, in units of semiannual coupon periods. In computing
time factors, use SIA actual/actual day count conventions for all
time factor calculations.
Krgin, Dragomir, Handbook of Global Fixed Income Calculations, John Wiley & Sons, 2002.
Mayle, Jan, "Standard Securities Calculations Methods: Fixed Income Securities Formulas for Analytic Measures", SIA, Vol 2, Jan 1994.
Stigum, Marcia, and Franklin Robinson, Money Market and Bond Calculations, McGrawHill, 1996.
accrfrac
 cfamounts
 cfdates
 cpncount
 cpndaten
 cpndatenq
 cpndatep
 cpndatepq
 cpndaysn
 cpndaysp
 date2time