UpFrontIndexedCoupon - Maple Help
For the best experience, we recommend viewing online help using Google Chrome or Microsoft Edge.
Our website is currently undergoing maintenance, which may result in occasional errors while browsing. We apologize for any inconvenience this may cause and are working swiftly to restore full functionality. Thank you for your patience.

Online Help

Finance

  

UpFrontIndexedCoupon

  

construct an up-front indexed coupon

 

Calling Sequence

Parameters

Description

Examples

Compatibility

Calling Sequence

UpFrontIndexedCoupon(nominal, rate, startdate, enddate, paymentdate)

Parameters

nominal

-

non-negative constant; nominal value

rate

-

yield term structure or benchmark rate; interest rate

startdate

-

a string containing a date specification in a format recognized by ParseDate or a date data structure; accrual start date

enddate

-

a string containing a date specification in a format recognized by ParseDate or a date data structure; accrual end date

paymentdate

-

a string containing a date specification in a format recognized by ParseDate or a date data structure; payment date

Description

• 

The UpFrontIndexedCoupon command constructs an up-front indexed coupon.

• 

The interest is accrued between startdate and enddate.

• 

The optional parameter paymentdate can be used to specify when the accrued interest will be payed. By default paymentdate is equal to enddate.

Examples

withFinance:

SetEvaluationDateJanuary 2, 2005:

startdateJanuary 2, 2006

startdateJanuary 2, 2006

(1)

enddateJanuary 2, 2010

enddateJanuary 2, 2010

(2)

paymentdateJanuary 2, 2015

paymentdateJanuary 2, 2015

(3)

rateBenchmarkRate6,Months,USDLIBOR,0.05

ratemoduleend module

(4)

couponUpFrontIndexedCoupon100,rate,startdate,enddate,paymentdate

coupon20.26527080 on January 2, 2015

(5)

NetPresentValuecoupon,0.05

12.29150807

(6)

coupon2UpFrontIndexedCoupon100,0.05,startdate,enddate,paymentdate

coupon220.26527080 on January 2, 2015

(7)

NetPresentValuecoupon,0.05

12.29150807

(8)

Compatibility

• 

The Finance[UpFrontIndexedCoupon] command was introduced in Maple 15.

• 

For more information on Maple 15 changes, see Updates in Maple 15.

See Also

Finance[CompoundFactor]

Finance[DiscountFactor]

Finance[FixedCouponBond]

Finance[FixedRateCoupon]

Finance[FloatingRateBond]

Finance[InArrearIndexedCoupon]

Finance[NetPresentValue]

Finance[ParCoupon]

Finance[ParseDate]

Finance[SimpleCashFlow]

Finance[ZeroCouponBond]

Finance[ZeroCurve]

 


Download Help Document