FixedIncomeCoupncd Method
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Returns the coupon date next after the settlement date.
Namespace:
FinMath.PerformanceAnalysis
Assembly:
FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax public static DateTime Coupncd(
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:
DateTimeThe next coupon date.
See Also