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FixedIncomeCoupdaysnc Method

Returns the number of days between the settlement date and the next coupon date.

Namespace:  FinMath.PerformanceAnalysis
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
public static int Coupdaysnc(
	DateTime settlement,
	DateTime maturity,
	YieldFrequency frequency,
	YieldBasis basis
)

Parameters

settlement
Type: SystemDateTime
The security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer.
maturity
Type: SystemDateTime
The security's maturity date. The maturity date is the date when the security expires.
frequency
Type: FinMath.PerformanceAnalysisYieldFrequency
The number of coupon payments per year.
basis
Type: FinMath.PerformanceAnalysisYieldBasis
The type of day count basis to use.

Return Value

Type: Int32
The number of days.
See Also