Example: Next Coupon Date After the Settlement Date
In this example, the settlement date is 11/11/86. The previous coupon date before this date is returned.
using System;
using Imsl.Finance;
public class coupncdEx1
{
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;
DateTime coupncd = Bond.Coupncd(settlement, maturity, freq,
dcb);
Console.Out.WriteLine("The next coupon date after the " +
"settlement date is " + coupncd);
}
}
Output
The next coupon date after the settlement date is 3/1/1987 12:00:00 AM
Link to C# source.