Generates a schedule of start and end dates, given a SettleDate, DatedDate, a firstCouponDate, a penultCouponDate and a maturity date.
These inputs are similar to the ones passed into the bond creation object functions.
You can view the generated dates via the
DisplaySchedule() function.
This function requires the input of a Calendar object key, which must have been produced via a call to one of the Calendar creation functions present within the
CapeTools Calendars category of functions.
These functions would have returned a string 'KEY' which is to be passed to the 'CalendarKey' parameter of this function.
Please refer to the large number of enumeration functions present within the
CapeTools Enums category of functions.
The
CapeTools Enums category of functions return correct string codes that can be passed to parameters taking fixed string values defined by the library (ie - DayCount codes, frequency codes, currency codes, compounding codes, business day convention codes etc...).
You can thus execute these enumeration functions which return the proper code, instead of trying to remember the string code needed or making spelling mistakes which can be difficult to debug.
In addition there are specific Business day convention that allows you to generate End-Of-Month (EOM) or 3rd Wednesday of the month date periods (See the following : BDC_EOMRefUnadjusted(), BDC_EOMRefPreceding(), BDC_EOMRefFollowing(), BDC_EOMUnadjusted(), BDC_EOMPreceding(), BDC_EOMFollowing(), BDC_ThirdWednesday(), BDC_ThirdFriday() and BDC_2DThirdWednesday() functions ).
This function creates an object and returns a string-key value to represent this created object.
The TAG value of the string-key returned (second part of the key) is : "MSCH4"
- Key parameter
Key value to use as a handle for the created object
- Reload parameter
When creating this object for the first time, set this parameter to a positive value. Within Excel, when re-computing a worksheet where you do not wish to recreate the object, set this parameter to zero (0).
- CalendarKey parameter
Calendar key for the adjustments of dates.
- SettleDate parameter
Settlement date of the instrument.
- datedDate parameter
Dated date of the instrument. Date on which the instrument begins to accrue interest. If you enter 0 for this parameter the datedDate will be computed internally based on the maturity date and the settlement date.
- firstCouponDate parameter
First Coupon Date: Date that the first coupon is paid (if the instrument does not have an odd first period, leave blank or enter 0). If entered, this date value must be greater than the Dated Date, but less than the 'penultCouponDate' and 'matDate' parameters.
- penultCouponDate parameter
Penultimate Coupon Date: Date that the penultimate coupon is paid (if the instrument does not have an odd last period, leave blank or enter 0). If entered, this date value must be greater than the 'datedDate' and 'firstCouponDate' parameters, but less than the 'matDate' parameter.
- matDate parameter
Maturity date of the instrument.
- Freq parameter
Frequency of the schedule.
- BusDayConv parameter
Business day convention needed for day adjustments when an adjustment moves the date into the preceding, following month.
The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.
The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the
C# example.
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Function Syntax