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COUPNUM

 

Syntax: @COUPNUM(S, M, F, [B])

S = The settlement date
M = The maturity date
F = The number of coupon payments per year (frequency)
B = (Optional) The day count basis to be used:

0 or omitted 30/360
1 Actual/actual
2 Actual/360
3 Actual/365

@COUPNUM returns the number of coupon payments between the settlement date and the maturity date.

Example:

@COUNUM(@DATE(93, 2, 15), @DATE(94, 12, 20), 2, 0) = 4


next up previous contents index
Next: COUPPCD Up: A Function Reference Previous: COUPNCD

NExS User's Guide, Version 1.4.5
Grey Trout Software
11 April 1999