Interface

#include <codecogs/finance/banking/couponnumber.h>

using namespace Finance::Banking;

int

couponNumber (int settlement,              int maturity,              Finance::Banking::YearlyFreq freq,              Finance::Banking::YearBasis basis=yb_USA) Compute the number of coupons payable between settlement and maturity. Excel: COUPNUM

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Function Documentation

This function returns the number of coupons payable between the settlement date and maturity date, rounded up to the nearest whole coupon.

Example:

#include <iostream>
 
#include <codecogs/units/date/date_str.h>
#include <codecogs/finance/banking/couponnumber.h>
 
int main(void)
{
  int settlementDate=Units::Date::date(2004, 1, 25);
  int maturityDate=Units::Date::date(2006, 11, 15);
  int num=Finance::Banking::couponNumber(settlementDate, maturityDate, Finance::Banking::yf_SemiAnnual);
 
  printf("\nsettlement=%s\n", Units::Date::date_str("l dS of F Y", settlementDate));
  printf("maturity=%s\n", Units::Date::date_str("l dS of F Y", maturityDate));
  
  printf("number of coupons=%i\n", num);
  return 1;
}

Output:

settlement=Sunday 25th of January 2004
maturity=Wednesday 15th of November 2006
number of coupons=6

Parameters:

settlement	The settlement date, expressed as a serial Julian date.
maturity	The maturity date of the settlement, expressed as a serial Julian date.
freq	The frequency with which payments are made. Must be yf_Annual, yf_SemiAnnual or yf_Quarterly.
basis	The year basis to use for the calculation.

Returns:

The number of coupons payable between the settlement date and the maturity date.

Authors:

James Warren (August 2005)

Source Code:

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