Number of days in coupon period
returns the number of days in the coupon period containing the settlement date.
For zero coupon bonds, coupon dates are computed as if the bonds have a
semiannual coupon structure. NumDaysPeriod
= cpnpersz(Settle
,Maturity
)NumDaysPeriod
returns a double
for serial date number, date character vector, and datetime inputs.
Required input arguments must be number of bonds, NUMBONDS
-by-1
or 1
-by-NUMBONDS
,
conforming vectors or scalars.
returns
the number of days in the coupon period containing the settlement
date using optional input arguments. NumDaysPeriod
= cpnpersz(___,Period
,Basis
,EndMonthRule
,IssueDate
,FirstCouponDate
,LastCouponDate
)
Optional input arguments must be either NUMBONDS
-by-1
or 1
-by-NUMBONDS
conforming
vectors, scalars, or empty matrices.
If all the inputs for Settle
, Maturity
, IssueDate
, FirstCouponDate
,
and LastCouponDate
are either serial date numbers
or date character vectors, then NumDaysPeriod
is
returned as a serial date number. The function datestr
converts a serial date number
to a formatted date character vector.
If any of the inputs for Settle
, Maturity
, IssueDate
, FirstCouponDate
,
and LastCouponDate
are datetime arrays, then NumDaysPeriod
is
returned as a datetime array.
accrfrac
| cfamounts
| cfdates
| cftimes
| cpncount
| cpndaten
| cpndatenq
| cpndatep
| cpndatepq
| cpndaysn
| cpndaysp
| datetime