Returns the coupon date which immediately precedes the settlement date.

Namespace: Imsl.Finance
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public static DateTime Couppcd(
	DateTime settlement,
	DateTime maturity,
	Bond..::.Frequency frequency,
	DayCountBasis basis
)
Visual Basic (Declaration)
Public Shared Function Couppcd ( _
	settlement As DateTime, _
	maturity As DateTime, _
	frequency As Bond..::.Frequency, _
	basis As DayCountBasis _
) As DateTime
Visual C++
public:
static DateTime Couppcd(
	DateTime settlement, 
	DateTime maturity, 
	Bond..::.Frequency frequency, 
	DayCountBasis^ basis
)

Parameters

settlement
Type: System..::.DateTime
The DateTime settlement date of the security.
maturity
Type: System..::.DateTime
The DateTime maturity date of the security.
frequency
Type: Imsl.Finance..::.Bond..::.Frequency
A int which specifies the number of coupon payments per year.
basis
Type: Imsl.Finance..::.DayCountBasis
A DayCountBasis object which contains the type of day count basis to use.

Return Value

A int which specifies the previous coupon date before the settlement date.

Remarks

For a good discussion on day count basis, see SIA Standard Securities Calculation Methods 1993, vol. 1, pages 17-35.

See Also