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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
cpndatepq Previous quasi-coupon date for fixed-income security
cpndatep Previous coupon date for fixed-income security
cpndaysn Number of days to next coupon date
cpndaysp Number of days since previous coupon date
cpnpersz Number of days in coupon period

Topics

Pricing and Computing Yields for Fixed-Income Securities

Compute the accrued interest, price, yield, convexity, and duration of fixed-income securities.

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