Coupon Bond Dates

Analyze days between coupon periods for fixed-income securities

Functions

accrfrac Fraction of coupon period before settlement
cpncount Coupon payments remaining until maturity
cpndaten Next coupon date for fixed-income security
cpndatenq Next quasi-coupon date for fixed-income security
cpndatep Previous coupon date for fixed-income security
cpndaysp Number of days since previous coupon date
cpnpersz Number of days in coupon period

Examples and How To

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