When coupondate is adjusted to a date in the past, the correct error is generated that the coupon is not valid anymore.

The structuring of a coupon bond with Miletus provides an example of how to construct a product with multiple observation dates.using Miletus, Business Days using Miletus. Day Counts import Miletus: Both, Receive, Contract, When, At Obs, value import Miletus: Yield Model import Business Days: USGovernment Bond import Base.

Dates: today, days, Day, Yearfunction couponbond(par,coupon,periods:: Int,start:: Date,expiry:: Date) duration = expiry - start bond = When(At Obs(expiry), Receive(par)) for p = periods-1:-1:1 coupondate = start duration*p/periods bond = Both(bond, When(At Obs(coupondate), Receive(coupon))) end return bond end Both ├─Both │ ├─Both │ │ ├─Both │ │ │ ├─Both │ │ │ │ ├─Both │ │ │ │ │ ├─Both │ │ │ │ │ │ ├─Both │ │ │ │ │ │ │ ├─Both │ │ │ │ │ │ │ │ ├─Both │ │ │ │ │ │ │ │ │ ├─Both │ │ │ │ │ │ │ │ │ │ ├─When │ │ │ │ │ │ │ │ │ │ │ ├─ │ │ │ │ │ │ │ │ │ │ │ │ ├─Date Obs │ │ │ │ │ │ │ │ │ │ │ │ └─2018-02-04 │ │ │ │ │ │ │ │ │ │ │ └─Amount │ │ │ │ │ │ │ │ │ │ │ └─100USD │ │ │ │ │ │ │ │ │ │ └─When │ │ │ │ │ │ │ │ │ │ ├─ │ │ │ │ │ │ │ │ │ │ │ ├─Date Obs │ │ │ │ │ │ │ │ │ │ │ └─2018-01-05 │ │ │ │ │ │ │ │ │ │ └─Amount │ │ │ │ │ │ │ │ │ │ └─1USD │ │ │ │ │ │ │ │ │ └─When │ │ │ │ │ │ │ │ │ ├─ │ │ │ │ │ │ │ │ │ │ ├─Date Obs │ │ │ │ │ │ │ │ │ │ └─2017-12-06 │ │ │ │ │ │ │ │ │ └─Amount │ │ │ │ │ │ │ │ │ └─1USD │ │ │ │ │ │ │ │ └─When │ │ │ │ │ │ │ │ ├─ │ │ │ │ │ │ │ │ │ ├─Date Obs │ │ │ │ │ │ │ │ │ └─2017-11-06 │ │ │ │ │ │ │ │ └─Amount │ │ │ │ │ │ │ │ └─1USD │ │ │ │ │ │ │ └─When │ │ │ │ │ │ │ ├─ │ │ │ │ │ │ │ │ ├─Date Obs │ │ │ │ │ │ │ │ └─2017-10-07 │ │ │ │ │ │ │ └─Amount │ │ │ │ │ │ │ └─1USD │ │ │ │ │ │ └─When │ │ │ │ │ │ ├─ │ │ │ │ │ │ │ ├─Date Obs │ │ │ │ │ │ │ └─2017-09-07 │ │ │ │ │ │ └─Amount │ │ │ │ │ │ └─1USD │ │ │ │ │ └─When │ │ │ │ │ ├─ │ │ │ │ │ │ ├─Date Obs │ │ │ │ │ │ └─2017-08-08 │ │ │ │ │ └─Amount │ │ │ │ │ └─1USD │ │ │ │ └─When │ │ │ │ ├─ │ │ │ │ │ ├─Date Obs │ │ │ │ │ └─2017-07-09 │ │ │ │ └─Amount │ │ │ │ └─1USD │ │ │ └─When │ │ │ ├─ │ │ │ │ ├─Date Obs │ │ │ │ └─2017-06-09 │ │ │ └─Amount │ │ │ └─1USD │ │ └─When │ │ ├─ │ │ │ ├─Date Obs │ │ │ └─2017-05-10 │ │ └─Amount │ │ └─1USD │ └─When │ ├─ │ │ ├─Date Obs │ │ └─2017-04-10 │ └─Amount │ └─1USD └─When ├─ │ ├─Date Obs │ └─2017-03-11 └─Amount └─1USDAsian options are structures whose payoff depends on the average price of an underlying security over a specific period of time, not just the price of the underlying at maturity.

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= K₂ p₁ = European Put(expiry, Single Stock(), K₁) p₂ = European Put(expiry, Single Stock(), K₂) Both(Give(p₁), p₂) end bull₂ = bull_put(expirydate, K₁, K₂) r,p_bull₂ = payoff_curve(bull₂, expirydate, price) blk = colorant"black" red = colorant"red" blu = colorant"blue" plot(layer( x=s ,y=p_bull₂, Geom.line, Theme(default_color=blk,line_width=1.5mm)), layer( x=s₁,y=-pp₁ , Geom.line, Theme(default_color=red,line_width=1.0mm)), layer( x=s₂,y= pp₂ , Geom.line, Theme(default_color=blu,line_width=1.0mm)), Guide.manual_color_key("",["Bear Put", "-put₁", "put₂"], ["black", "red", "blue"]), Guide.title("Bear Put Payoff Curve at Expiry"), Guide.xlabel("Stock Price"), Guide.ylabel("Payoff"))# Buy a put and a call at the same strike function straddle(expiry:: Date, K) p = European Put(expiry, Single Stock(), K) c = European Call(expiry, Single Stock(), K) Both(p, c) end strd₁ = straddle(expirydate, K₂) r,p_strd₁ = payoff_curve(strd₁, expirydate, price) blk = colorant"black" red = colorant"red" blu = colorant"blue" plot(layer( x=s ,y=p_strd₁, Geom.line, Theme(default_color=blk,line_width=1.5mm)), layer( x=s₁,y=cp₂ , Geom.line, Theme(default_color=red,line_width=1.0mm)), layer( x=s₂,y=pp₂ , Geom.line, Theme(default_color=blu,line_width=1.0mm)), Guide.manual_color_key("",["Straddle", "call₂", "put₂"], ["black", "red", "blue"]), Guide.title("Straddle Payoff Curve at Expiry"), Guide.xlabel("Stock Price"), Guide.ylabel("Payoff"))# Buy one call and two puts at the same strike function strip(expiry:: Date, K) p = European Put(expiry, Single Stock(), K) c = European Call(expiry, Single Stock(), K) Both(c, Both(p, p)) end strip₁ = strip(expirydate, K₂) r,p_strip = payoff_curve(strip₁, expirydate, price) blk = colorant"black" red = colorant"red" blu = colorant"blue" plot(layer( x=s ,y=p_strip, Geom.line, Theme(default_color=blk,line_width=1.5mm)), layer( x=s₁,y=cp₂ , Geom.line, Theme(default_color=red,line_width=1.0mm)), layer( x=s₂,y=2pp₂ , Geom.line, Theme(default_color=blu,line_width=1.0mm)), Guide.manual_color_key("",["Strip", "call₂", "2put₂"], ["black", "red", "blue"]), Guide.title("Strip Payoff Curve at Expiry"), Guide.xlabel("Stock Price"), Guide.ylabel("Payoff"))# Buy one put and two calls at the same strike function strap(expiry:: Date, K) p = European Put(expiry, Single Stock(), K) c = European Call(expiry, Single Stock(), K) Both(p, Both(c, c)) end strap₁ = strap(expirydate, K₂) r,p_strap = payoff_curve(strap₁, expirydate, price) blk = colorant"black" red = colorant"red" blu = colorant"blue" plot(layer( x=s ,y=p_strap, Geom.line, Theme(default_color=blk,line_width=1.5mm)), layer( x=s₁,y=2cp₂ , Geom.line, Theme(default_color=red,line_width=1.0mm)), layer( x=s₂,y=pp₂ , Geom.line, Theme(default_color=blu,line_width=1.0mm)), Guide.manual_color_key("",["Strap", "2call₂", "put₂"], ["black", "red", "blue"]), Guide.title("Strap Payoff Curve at Expiry"), Guide.xlabel("Stock Price"), Guide.ylabel("Payoff"))# Buy a put at the low strike and a call at the high strike function strangle(expiry:: Date, K₁, K₂) p = European Put(expiry, Single Stock(), K₁) c = European Call(expiry, Single Stock(), K₂) Both(p, c) end strangle₁ = strangle(expirydate, K₁, K₃) r,p_strangle = payoff_curve(strangle₁, expirydate, price) blk = colorant"black" red = colorant"red" blu = colorant"blue" plot(layer( x=s ,y=p_strangle, Geom.line, Theme(default_color=blk,line_width=1.5mm)), layer( x=s₁,y=cp₃ , Geom.line, Theme(default_color=red,line_width=1.0mm)), layer( x=s₂,y=pp₁ , Geom.line, Theme(default_color=blu,line_width=1.0mm)), Guide.manual_color_key("",["Strangle", "call₃", "put₁"], ["black", "red", "blue"]), Guide.title("Strangle Payoff Curve at Expiry"), Guide.xlabel("Stock Price"), Guide.ylabel("Payoff"))Unlike a zero coupon bond, a coupon bearing bond pays the holder a specified amount at regular intervals up to the maturity date of the bond. Actual365(),0.05,: Continuous,-1,2017-02-09), Miletus.

These coupon payments, and the interest that can accumulate on those payments must be taken into account when pricing the coupon bond.

But coupon and coupondate are not updating in incrementorder.

I try to update using receipt no because this is unique in database.

In above table customer A present from upto so i need to display p on customer A from 02-04 upto 02-09.

In above table customer B present from upto so i need to display p on customer B from 05-04 upto 05-09 like wise...

My problem is every thing goes well in insert query.