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