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Time factors corresponding to bond cash flow dates

determines the time factors corresponding to the cash flows of a bond or set of
bonds.`TFactors`

= cftimes(`Settle`

,`Maturity`

)

`cftimes`

computes the time factor of a cash flow, which is the
difference between the settlement date and the cash flow date, in units of
semiannual coupon periods. In computing time factors, use SIA actual/actual day
count conventions for all time factor calculations.

specifies options using one or more name-value pair arguments in addition to the
input arguments in the previous syntax. `TFactors`

= cftimes(___,`Name,Value`

)

[1] Krgin, Dragomir.
*Handbook of Global Fixed Income Calculations.* John Wiley
& Sons, 2002.

[2] Mayle, Jan.
*“Standard Securities Calculations Methods: Fixed Income Securities
Formulas for Analytic Measures.”* SIA, Vol 2, Jan
1994.

[3] Stigum, Marcia, and Franklin
Robinson. *Money Market and Bond Calculations.* McGraw-Hill, 1996.

`accrfrac`

| `cfamounts`

| `cfdates`

| `cpncount`

| `cpndaten`

| `cpndatenq`

| `cpndatep`

| `cpndatepq`

| `cpndaysn`

| `cpndaysp`

| `date2time`