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cpncount

Coupon payments remaining until maturity

Syntax

  • NumCouponsRemaining = cpncount(Settle,Maturity)
    example
  • NumCouponsRemaining = cpncount(Settle,Maturity,Period,Basis,
    EndMonthRule,IssueDate,FirstCouponDate,LastCouponDate)
    example

Description

example

NumCouponsRemaining = cpncount(Settle,Maturity) returns the whole number of coupon payments between the Settle and Maturity dates for a coupon bond or set of bonds. Coupons falling on or before Settle are not counted, except for the Maturity payment which is always counted.

Required input arguments must be number of bonds, NUMBONDS-by-1 or 1-by-NUMBONDS, conforming vectors or scalars.

example

NumCouponsRemaining = cpncount(Settle,Maturity,Period,Basis,
EndMonthRule,IssueDate,FirstCouponDate,LastCouponDate)
returns the whole number of coupon payments between the Settle and Maturity dates for a coupon bond or set of bonds using optional input arguments.

Optional input arguments must be either NUMBONDS-by-1 or 1-by-NUMBONDS conforming vectors, scalars, or empty matrices.

Examples

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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

Related Examples

Input Arguments

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Settlement date, specified as a vector of serial date number, date character vector, or datetime array. Settle must be earlier than Maturity.

Data Types: double | char | datetime

Maturity date, specified as a vector of serial date numbers, date character vectors, or datetime arrays.

Data Types: double | char | datetime

Coupons per year of the bond, specified as a vector of positive integers from the set [1,2,3,4,6,12].

Data Types: single | double

Day-count basis of the bond, specified as an integer with a value of 0 through 13 or a N-by-1 vector of integers with values of 0 through 13.

  • 0 = actual/actual (default)

  • 1 = 30/360 (SIA)

  • 2 = actual/360

  • 3 = actual/365

  • 4 = 30/360 (BMA)

  • 5 = 30/360 (ISDA)

  • 6 = 30/360 (European)

  • 7 = actual/365 (Japanese)

  • 8 = actual/actual (ICMA)

  • 9 = actual/360 (ICMA)

  • 10 = actual/365 (ICMA)

  • 11 = 30/360E (ICMA)

  • 12 = actual/365 (ISDA)

  • 13 = BUS/252

For more information, see basis.

Data Types: single | double

End-of-month rule flag for month having 30 or fewer days, specified as scalar nonnegative integer [0, 1] or a using a N-by-1 vector of values. This rule applies only when Maturity is an end-of-month date for a month having 30 or fewer days.

  • 0 = Ignore rule, meaning that a bond's coupon payment date is always the same numerical day of the month.

  • 1 = Set rule on, meaning that a bond's coupon payment date is always the last actual day of the month.

Data Types: logical

Bond issue date, specified as a serial date number, date character vector, or datetime array.

Data Types: double | char | datetime

Date when a bond makes its first coupon payment, specified as a serial date number, date character vector, or datetime array.

FirstCouponDate is used when a bond has an irregular first coupon period. When FirstCouponDate and LastCouponDate are both specified, FirstCouponDate takes precedence in determining the coupon payment structure. If you do not specify a FirstCouponDate, the cash flow payment dates are determined from other inputs.

Data Types: double | char | datetime

Last coupon date of a bond before maturity date, specified as a serial date number, date character vector, or datetime array.

LastCouponDate is used when a bond has an irregular last coupon period. In the absence of a specified FirstCouponDate, a specified LastCouponDate determines the coupon structure of the bond. The coupon structure of a bond is truncated at the LastCouponDate, regardless of where it falls, and is followed only by the bond's maturity cash flow date. If you do not specify a LastCouponDate, the cash flow payment dates are determined from other inputs.

Data Types: double | char | datetime

Output Arguments

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Whole number of coupon payments between the settlement and maturity dates for a coupon bond or set of bonds, returned as an NBONDS-by-1 vector.

Coupons falling on or before settlement are not counted, except for the maturity payment which is always counted.

Introduced before R2006a

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