Coupon payments remaining until maturity
NumCouponsRemaining = cpncount(Settle, Maturity, Period, Basis,
EndMonthRule, IssueDate, FirstCouponDate, LastCouponDate,
Settlement date. A vector of serial date numbers or date
Maturity date. A vector of serial date numbers or date strings.
(Optional) Coupons per year of the bond. A vector of integers. Allowed values are 0, 1, 2 (default), 3, 4, 6, and 12.
(Optional) Day-count basis of the instrument. A vector of integers.
For more information, see basis.
(Optional) End-of-month rule. A vector. This rule applies
(Optional) Date when a bond was issued.
(Optional) Date when a bond makes its first coupon payment;
used when bond has an irregular first coupon period. When
(Optional) 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
Required arguments must be number of bonds (
vectors or scalars. Optional arguments must be either
vectors, scalars, or empty matrices.
NumCouponsRemaining = cpncount(Settle, Maturity, Period,
Basis, EndMonthRule) returns the whole number of coupon
payments between the settlement and maturity dates for a coupon bond
or set of bonds. Coupons falling on or before settlement are not counted,
except for the maturity payment which is always counted.
This example shows how to find the coupon payments remaining until maturity.
NumCouponsRemaining = cpncount('14 Mar 1997', '30 Nov 2000',... 2, 0, 0)
NumCouponsRemaining = 8
This example shows how to find the coupon payments remaining until maturity, given three coupon bonds with different maturity dates and the same default arguments.
Maturity = ['30 Sep 2000'; '31 Oct 2001'; '30 Nov 2002']; NumCouponsRemaining = cpncount('14 Sep 1997', Maturity)
NumCouponsRemaining = 7 9 11