public static int Coupdaysnc(
	DateTime settlement,
	DateTime maturity,
	BondFrequency frequency,
	DayCountBasis basis
)

Public Shared Function Coupdaysnc ( 
	settlement As DateTime,
	maturity As DateTime,
	frequency As BondFrequency,
	basis As DayCountBasis
) As Integer

public:
static int Coupdaysnc(
	DateTime settlement, 
	DateTime maturity, 
	BondFrequency frequency, 
	DayCountBasis^ basis
)

static member Coupdaysnc : 
        settlement : DateTime * 
        maturity : DateTime * 
        frequency : BondFrequency * 
        basis : DayCountBasis -> int 

Parameters

settlement

Type: SystemDateTime
The DateTime settlement date of the security.

maturity

Type: SystemDateTime
The DateTime maturity date of the security.

frequency

Type: Imsl.FinanceBondFrequency
A int which specifies the number of coupon payments per year.

basis

Type: Imsl.FinanceDayCountBasis
A DayCountBasis object which contains the type of day count basis to use.

Return Value

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

Reference

Other Resources