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cpn_freqs

cpn_freqs (variable)

Array of identifiers for coupon frequency

Declared as: int[num_cfcs]

Description: An array of the number coupons per year for periodic securities. Corresponds to the coupon frequency change date arrays (cfc_months, cfc_days, cfc_years).

Valid values:
  1 = annual coupons (1 per year)
  2 = semi-annual coupons (2 per year)
  4 = quarterly coupons (4 per year)
  12 = monthly coupons (12 per year)

Data Validation Routine: ok_cpn_freq

© 2001 TIPS, Inc.Doc Version: 5.0