next up previous contents index
Next: COUPDAYS Up: A Function Reference Previous: COUNT

COUPDAYBS

 

Syntax: @COUPDAYBS(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

@COUPDAYBS returns the number of days between the beginning of the coupon period and the settlement date.

Examples:

@COUPDAYBS(@DATE(93, 2, 15), @DATE(94, 12, 20), 2, 0) = 55

@COUPDAYBS(@DATE(93, 2, 15), @DATE(94, 12, 20), 2, 1) = 57


next up previous contents index
Next: COUPDAYS Up: A Function Reference Previous: COUNT

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