Formula Engine Reference Guide
 

 

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COUPDAYBS(S, M, F, [B])

Description
This function returns the number of days between the beginning of the coupon period and the settlement date.
 
Parameters
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
 
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