Hi everyone,
I have the following dataset:
I have converted the issuedate and maturity in stata date using gen datestart = date(issuedate, "DMY") and gen dateend=date(maturity, "DMY")
As you can see, the coupon payment date is every 182 days in this example, I also have bonds with coupon every 180 days, semiannual, and quarterly, and those bonds mature at different time. I am trying to compute what would be the coupon disbursement by country (countryofissue) each month, e.g in February Ukraine has to pay XXX amount, in March XXX amount, etc.
I do not manage to create those regular interval over the lifespan of each bond. how to go about it? Many thanks
I have the following dataset:
Code:
* Example generated by -dataex-. For more info, type help dataex clear input str18 countryofissue double coupon str10(maturity issuedate) str12 isin str29 coupontype double amountissuedusd str10 nextcouponpaymentdate str27 couponfrequency str10 assetstatuseffectivedate double amountoutstandingusd float(datestart dateend) "Turkey" 3.5 "12/08/2022" "14/08/2020" "TRT120822F16" "Plain Vanilla Fixed Coupon" 3.000e+09 "" "Every 182 days" "14/08/2020" 3.000e+09 22141 22869 "Turkey" 3.5 "14/07/2023" "16/07/2021" "TRD140723F12" "Plain Vanilla Fixed Coupon" 232929000 "15/07/2022" "Every 182 days" "16/07/2021" 232929000 22477 23205 "Turkey" 3.5 "14/07/2023" "16/07/2021" "TRT140723F14" "Plain Vanilla Fixed Coupon" 2267071000 "15/07/2022" "Every 182 days" "16/07/2021" 2267071000 22477 23205 "Turkey" 3 "26/07/2023" "29/07/2020" "TRD260723F18" "Plain Vanilla Fixed Coupon" 5.000e+08 "27/07/2022" "Every 182 days" "29/07/2020" 5.000e+08 22125 23217 "Turkey" 3 "26/07/2023" "29/07/2020" "TRT260723F10" "Plain Vanilla Fixed Coupon" 2.500e+09 "27/07/2022" "Every 182 days" "29/07/2020" 2.500e+09 22125 23217 "Turkey" 3.74 "25/08/2023" "28/08/2020" "TRT250823F10" "Plain Vanilla Fixed Coupon" 3.000e+09 "26/08/2022" "Every 182 days" "28/08/2020" 3.000e+09 22155 23247 "Turkey" 2.8 "02/02/2024" "05/02/2021" "TRT020224F12" "Plain Vanilla Fixed Coupon" 888121715 "05/08/2022" "Every 182 days" "05/02/2021" 888121715 22316 23408 "Turkey" 2.8 "02/02/2024" "05/02/2021" "TRD020224F10" "Plain Vanilla Fixed Coupon" 771629322 "05/08/2022" "Every 182 days" "05/02/2021" 771629322 22316 23408 "Turkey" 3 "24/05/2024" "28/05/2021" "TRT240524F13" "Plain Vanilla Fixed Coupon" 1100094052 "27/05/2022" "Every 182 days" "28/05/2021" 1100094052 22428 23520 "Turkey" 3 "24/05/2024" "28/05/2021" "TRD240524F11" "Plain Vanilla Fixed Coupon" 404479114 "27/05/2022" "Every 182 days" "28/05/2021" 404479114 22428 23520 "Ukraine" 2.5 "09/06/2022" "16/06/2021" "UA4000218747" "Plain Vanilla Fixed Coupon" 145754910 "" "Every 182 days" "23/02/2022" 145754910 22447 22805 "Ukraine" 3.7 "14/07/2022" "02/06/2021" "UA4000218333" "Plain Vanilla Fixed Coupon" 618561000 "" "Every 182 days" "19/01/2022" 618561000 22433 22840 "Ukraine" 2.5 "01/12/2022" "10/11/2021" "UA4000222509" "Multiple Payment Frequencies" 490056984 "02/06/2022" "Every 182 days" "20/04/2022" 490056984 22594 22980 "Ukraine" 3.7 "22/12/2022" "22/12/2021" "UA4000223853" "Plain Vanilla Fixed Coupon" 350612000 "23/06/2022" "Every 182 days" "19/01/2022" 350612000 22636 23001 "Ukraine" 3.89 "02/02/2023" "17/02/2021" "UA4000215909" "Multiple Payment Frequencies" 334939000 "04/08/2022" "Every 182 days" "02/02/2022" 334939000 22328 23043 "Ukraine" 3.9 "30/03/2023" "31/03/2021" "UA4000216923" "Plain Vanilla Fixed Coupon" 106767000 "29/09/2022" "Every 182 days" "31/03/2021" 106767000 22370 23099 "Ukraine" 3.9 "05/10/2023" "01/09/2021" "UA4000220412" "Multiple Payment Frequencies" 330966000 "06/10/2022" "Every 182 days" "09/02/2022" 330966000 22524 23288 end
I have converted the issuedate and maturity in stata date using gen datestart = date(issuedate, "DMY") and gen dateend=date(maturity, "DMY")
As you can see, the coupon payment date is every 182 days in this example, I also have bonds with coupon every 180 days, semiannual, and quarterly, and those bonds mature at different time. I am trying to compute what would be the coupon disbursement by country (countryofissue) each month, e.g in February Ukraine has to pay XXX amount, in March XXX amount, etc.
I do not manage to create those regular interval over the lifespan of each bond. how to go about it? Many thanks
