Documentation

Coupons
in package

Table of Contents

Constants

PERIOD_DATE_NEXT  = true
PERIOD_DATE_PREVIOUS  = false

Methods

COUPDAYBS()  : string|int|float
COUPDAYBS.
COUPDAYS()  : string|int|float
COUPDAYS.
COUPDAYSNC()  : string|float
COUPDAYSNC.
COUPNCD()  : float|string
COUPNCD.
COUPNUM()  : string|int
COUPNUM.
COUPPCD()  : float|string
COUPPCD.
couponFirstPeriodDate()  : float
monthsDiff()  : void
validateCouponPeriod()  : void

Constants

PERIOD_DATE_NEXT

private mixed PERIOD_DATE_NEXT = true

PERIOD_DATE_PREVIOUS

private mixed PERIOD_DATE_PREVIOUS = false

Methods

COUPDAYBS()

COUPDAYBS.

public static COUPDAYBS(mixed $settlement, mixed $maturity, mixed $frequency[, mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD ]) : string|int|float

Returns the number of days from the beginning of the coupon period to the settlement date.

Excel Function: COUPDAYBS(settlement,maturity,frequency[,basis])

Parameters
$settlement : mixed

The security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer.

$maturity : mixed

The security's maturity date. The maturity date is the date when the security expires.

$frequency : mixed

The number of coupon payments per year (int). Valid frequency values are: 1 Annual 2 Semi-Annual 4 Quarterly

$basis : mixed = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD

The type of day count to use (int). 0 or omitted US (NASD) 30/360 1 Actual/actual 2 Actual/360 3 Actual/365 4 European 30/360

Return values
string|int|float

COUPDAYS()

COUPDAYS.

public static COUPDAYS(mixed $settlement, mixed $maturity, mixed $frequency[, mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD ]) : string|int|float

Returns the number of days in the coupon period that contains the settlement date.

Excel Function: COUPDAYS(settlement,maturity,frequency[,basis])

Parameters
$settlement : mixed

The security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer.

$maturity : mixed

The security's maturity date. The maturity date is the date when the security expires.

$frequency : mixed

The number of coupon payments per year. Valid frequency values are: 1 Annual 2 Semi-Annual 4 Quarterly

$basis : mixed = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD

The type of day count to use (int). 0 or omitted US (NASD) 30/360 1 Actual/actual 2 Actual/360 3 Actual/365 4 European 30/360

Return values
string|int|float

COUPDAYSNC()

COUPDAYSNC.

public static COUPDAYSNC(mixed $settlement, mixed $maturity, mixed $frequency[, mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD ]) : string|float

Returns the number of days from the settlement date to the next coupon date.

Excel Function: COUPDAYSNC(settlement,maturity,frequency[,basis])

Parameters
$settlement : mixed

The security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer.

$maturity : mixed

The security's maturity date. The maturity date is the date when the security expires.

$frequency : mixed

The number of coupon payments per year. Valid frequency values are: 1 Annual 2 Semi-Annual 4 Quarterly

$basis : mixed = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD

The type of day count to use (int) . 0 or omitted US (NASD) 30/360 1 Actual/actual 2 Actual/360 3 Actual/365 4 European 30/360

Return values
string|float

COUPNCD()

COUPNCD.

public static COUPNCD(mixed $settlement, mixed $maturity, mixed $frequency[, mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD ]) : float|string

Returns the next coupon date after the settlement date.

Excel Function: COUPNCD(settlement,maturity,frequency[,basis])

Parameters
$settlement : mixed

The security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer.

$maturity : mixed

The security's maturity date. The maturity date is the date when the security expires.

$frequency : mixed

The number of coupon payments per year. Valid frequency values are: 1 Annual 2 Semi-Annual 4 Quarterly

$basis : mixed = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD

The type of day count to use (int). 0 or omitted US (NASD) 30/360 1 Actual/actual 2 Actual/360 3 Actual/365 4 European 30/360

Return values
float|string —

Excel date/time serial value or error message

COUPNUM()

COUPNUM.

public static COUPNUM(mixed $settlement, mixed $maturity, mixed $frequency[, mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD ]) : string|int

Returns the number of coupons payable between the settlement date and maturity date, rounded up to the nearest whole coupon.

Excel Function: COUPNUM(settlement,maturity,frequency[,basis])

Parameters
$settlement : mixed

The security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer.

$maturity : mixed

The security's maturity date. The maturity date is the date when the security expires.

$frequency : mixed

The number of coupon payments per year. Valid frequency values are: 1 Annual 2 Semi-Annual 4 Quarterly

$basis : mixed = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD

The type of day count to use (int). 0 or omitted US (NASD) 30/360 1 Actual/actual 2 Actual/360 3 Actual/365 4 European 30/360

Return values
string|int

COUPPCD()

COUPPCD.

public static COUPPCD(mixed $settlement, mixed $maturity, mixed $frequency[, mixed $basis = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD ]) : float|string

Returns the previous coupon date before the settlement date.

Excel Function: COUPPCD(settlement,maturity,frequency[,basis])

Parameters
$settlement : mixed

The security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer.

$maturity : mixed

The security's maturity date. The maturity date is the date when the security expires.

$frequency : mixed

The number of coupon payments per year. Valid frequency values are: 1 Annual 2 Semi-Annual 4 Quarterly

$basis : mixed = FinancialConstants::BASIS_DAYS_PER_YEAR_NASD

The type of day count to use (int). 0 or omitted US (NASD) 30/360 1 Actual/actual 2 Actual/360 3 Actual/365 4 European 30/360

Return values
float|string —

Excel date/time serial value or error message

couponFirstPeriodDate()

private static couponFirstPeriodDate(float $settlement, float $maturity, int $frequency, bool $next) : float
Parameters
$settlement : float
$maturity : float
$frequency : int
$next : bool
Return values
float

monthsDiff()

private static monthsDiff(DateTime $result, int $months, string $plusOrMinus, int $day, bool $lastDayFlag) : void
Parameters
$result : DateTime
$months : int
$plusOrMinus : string
$day : int
$lastDayFlag : bool

validateCouponPeriod()

private static validateCouponPeriod(float $settlement, float $maturity) : void
Parameters
$settlement : float
$maturity : float 

        

        
    




    

    

                                

                

                                
    

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