Generate an array of coupon dates for an odd 1st, 2nd, last coupon bond with varying coupon frequencies
Introduced in release: 1.2 Component: Non-US (emerging mkts) Purpose:
Generate an array of coupon dates for a periodic payment security with an optional odd 1st, second, and/or last period (odd 1st/2nd/last coupon bond) allowing for changes in coupon frequency on coupon dates.
Special Considerations:
A maturity/redemption date must always be given. An issue date and first coupon date must be specified for an odd first coupon bond. A first coupon date and second coupon date must be specified for an odd second coupon. A last coupon date must be specified for an odd last coupon bond. If a last coupon is given, the second coupon date (or first coupon date, if second is not given) and last coupon date must be in sync. If no last coupon date is given, the second coupon date (or first coupon date, if second is not given) and maturity date must also be in sync.
The coupon frequency changes can only occur on coupon payment dates.
Results:
The coupon dates following the settlement date will be returned in three separate integer arrays for month, day, and year.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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