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.
using System;
using Imsl.Finance;
public class coupdaysncEx1
{
public static void Main(String[] args)
{
DateTime settlement = DateTime.Parse("11/11/86");
DateTime maturity = DateTime.Parse("3/1/99");
Bond.Frequency freq = Bond.Frequency.SemiAnnual;
DayCountBasis dcb = DayCountBasis.BasisActual365;
int coupdaysnc = Bond.Coupdaysnc(settlement, maturity, freq,
dcb);
Console.Out.WriteLine("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 C# source.