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Finance[InArrearIndexedCoupon] - construct an in-arrear indexed coupon
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Calling Sequence
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InArrearIndexedCoupon(nominal, rate, startdate, enddate, paymentdate)
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Parameters
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nominal
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non-negative constant; nominal value
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rate
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yield term structure or benchmark rate; rate
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startdate
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a string containing a date specification in a format recognized by ParseDate or a date data structure; accrual start date
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enddate
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a string containing a date specification in a format recognized by ParseDate or a date data structure; accrual end date
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paymentdate
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a string containing a date specification in a format recognized by ParseDate or a date data structure; payment date
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Description
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The InArrearIndexedCoupon command constructs an in-arrear indexed coupon.
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The interest is accrued between startdate and enddate.
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The optional parameter paymentdate can be used to specify when the accrued interest will be payed. By default paymentdate is equal to enddate.
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Compatibility
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The Finance[InArrearIndexedCoupon] command was introduced in Maple 15.
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Examples
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See Also
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Finance[CompoundFactor], Finance[DiscountFactor], Finance[FixedCouponBond], Finance[FixedRateCoupon], Finance[FloatingRateBond], Finance[NetPresentValue], Finance[ParCoupon], Finance[ParseDate], Finance[SimpleCashFlow], Finance[UpFrontIndexedCoupon], Finance[ZeroCouponBond], Finance[ZeroCurve]
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Download Help Document
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