Example: Days - Settlement Date to Next Coupon Date

In this example, the settlement date is 11/11/86. The number of days from this date to the next coupon date is returned.

import com.imsl.finance.*;
import java.text.*;
import java.util.*;

public class coupdaysncEx1 {

    static final DateFormat dateFormat
            = DateFormat.getDateInstance(DateFormat.SHORT, Locale.US);

    static private GregorianCalendar parse(String s) throws ParseException {
        GregorianCalendar cal = new GregorianCalendar();
        cal.setTime(dateFormat.parse(s));
        return cal;
    }

    public static void main(String args[]) throws ParseException {
        GregorianCalendar settlement = parse("11/11/86");
        GregorianCalendar maturity = parse("3/1/99");
        int freq = Bond.SEMIANNUAL;
        DayCountBasis dcb = DayCountBasis.BasisActual365;
        int coupdaysnc = Bond.coupdaysnc(settlement, maturity, freq, dcb);
        System.out.println("The number of days from the settlement date "
                + "to the next coupon date is " + coupdaysnc);
    }
}

Output

The number of days from the settlement date to the next coupon date is 110
Link to Java source.