Example: Number of Payable Coupons
In this example, the settlement date is 11/11/86. The number of payable coupons between this date and the maturity date is returned.
using System;
using Imsl.Finance;
public class coupnumEx1
{
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 coupnum = Bond.Coupnum(settlement, maturity, freq, dcb);
Console.Out.WriteLine("The number of coupons payable between" +
" the \nsettlement date and the maturity"
+ " date is " + coupnum);
}
}
Output
The number of coupons payable between the
settlement date and the maturity date is 25
Link to C# source.