Coupon Date (CouponDate)

CouponDate(@,0)

This function is available in the Formula Toolbox. It returns the bond’s coupon date.

This function builds a coupon payments calendar based on the parameters (maturity date and number coupons per year) of the bond instrument. It uses the current bar time for ascertaining the appropriate calendar date.

The output is an integer, number of days since 01/01/1900.

Requires enablement.

Parameter

Description

Offset

Specifies the serial number of coupon date in a single digit value. For example:

-2 - previous previous coupon date

-1 - previous coupon date

0 - next coupon date

1 - next next coupon date

etc.