# cpndatenq

Next quasi-coupon date for fixed-income security

## Syntax

## Description

determines the next quasi coupon date for a portfolio of
`NextQuasiCouponDate`

= cpndatenq(`Settle`

,`Maturity`

)`NUMBONDS`

fixed income securities whether or not the first
or last coupon is normal, short, or long. For zero coupon bonds,
`cpndatenq`

returns quasi coupon dates as if the bond had a
semiannual coupon structure. Successive quasi coupon dates determine the length
of the standard coupon period for the fixed income security of interest and do
not necessarily coincide with actual coupon payment dates.

Required input arguments must be number of bonds, `NUMBONDS`

-by-`1`

or `1`

-by-`NUMBONDS`

,
conforming vectors or scalars.

determines
the next quasi coupon date for a portfolio of `NextQuasiCouponDate`

= cpndatenq(___,`Period`

,`Basis`

,`EndMonthRule`

,`IssueDate`

,`FirstCouponDate`

,`LastCouponDate`

)`NUMBONDS`

fixed
income securities whether or not the first or last coupon is normal,
short, or long using optional input arguments.

Optional input arguments must be either `NUMBONDS`

-by-`1`

or `1`

-by-`NUMBONDS`

conforming
vectors, scalars, or empty matrices.

If all the inputs for `Settle`

, `Maturity`

,
`IssueDate`

, `FirstCouponDate`

, and
`LastCouponDate`

are either strings or date character
vectors, then `NextQuasiCouponDate`

is returned as a serial date
number. Use the function `datestr`

to convert serial date
numbers to formatted date character vectors.

If any of the inputs for `Settle`

, `Maturity`

, `IssueDate`

, `FirstCouponDate`

,
and `LastCouponDate`

are datetime arrays, then `NextQuasiCouponDate`

is
returned as a datetime array.

## Examples

## Input Arguments

## Output Arguments

## Version History

**Introduced before R2006a**