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FinanceBanking

coupon Number

Compute the number of coupons payable between settlement and maturity. Excel: COUPNUM
Controller: CodeCogs

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Info

Interface

C++

CouponNumber

 
intcouponNumberintsettlement
intmaturity
Finance::Banking::YearlyFreqfreq
Finance::Banking::YearBasisbasis = yb_USA )
This function returns the number of coupons payable between the settlement date and maturity date, rounded up to the nearest whole coupon.

Example 1

#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

settlementThe settlement date, expressed as a serial Julian date.
maturityThe maturity date of the settlement, expressed as a serial Julian date.
freqThe frequency with which payments are made. Must be yf_Annual, yf_SemiAnnual or yf_Quarterly.
basisThe 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

Source code is available when you agree to a GP Licence or buy a Commercial Licence.

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