FixedIncomeCoupdays Method

public static int Coupdays(
	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

Reference