LastandNextPmtDate: function to determine the last and next payment date of a...

In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities

Description

The function returns a list the first position is the last payment date and the second position is the next payment date

Usage

LastandNextPmtDate(
  issue.date,
  dated.date,
  maturity.date,
  settlement.date,
  frequency,
  bond.basis
)

Arguments

issue.date	A character, the issue date mm-dd-YYYY
dated.date	A character, the dated date mm-dd-YYYY
maturity.date	A character, the maturity date mm-dd-YYYY
settlement.date	A character, the settlement date mm-dd-YYYY
frequency	The frequency of interest payments made to the investor Annual = 1 Semi Annual = 2 Quarterly = 4 Monthly = 12
bond.basis	The day count convention used to calculate interest (see BondBasisConversion) Currently supported bond day count conventions: '30360' Agency MBS '30E360' European 30360 'Actual360' used in money market 'Actual365' 'ActualActual'

glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.