IFinance.CoupDays

Fore Syntax

CoupDays(Settlement: DateTime;

Maturity: DateTime;

Frequency: Integer;

Basis: Integer): Double;

Fore.NET Syntax

CoupDays(Settlement: System.DateTime;

Maturity: System.DateTime;

Frequency: integer;

Basis: integer): double;

Parameters

Parameters	Description	Constraints
Settlement	Securities settlement date.	Must be less than Maturity.
Maturity	Securities maturity date.	Must be greater than Settlement.
Frequency	The number of payments for coupons in a year: 1 - For annual payments. 2 - For semi-annual payments. 4 - For quarterly payments.	Must take the values 1, 2 or 4.
Basis	The employed method of day calculation: 0 - American/360 days (NSAD method). 1 - Factual/factual. 2 - Factual/360days. 3 - Factual/365 days. 4 - European 30/360 days.	Must be in the [0,4] interval.

Description

The CoupDays method returns the number of days in the period of a coupon, which includes the settlement date.

Comments

To get the number of days from the coupon action start to the agreement date, use the IFinance.CoupDayBs function.

Fore Example

To execute the example, add a link to the MathFin system assembly.

Sub UserProc;
Var
    r: Double;
Begin
    r := Finance.CoupDays(DateTime.ComposeDay(2008,01,01), DateTime.ComposeDay(2008,06,01), 4, 0);
    Debug.WriteLine(r);
End Sub UserProc;

After executing the example the console window displays the number of days in the coupon period that is equal to 90.

Fore.NET Example

The requirements and result of the Fore.NET example execution match with those in the Fore example.

Imports Prognoz.Platform.Interop.MathFin;
…
Public Shared Sub Main(Params: StartParams);
Var
    r: double;
    Finance: FinanceClass = New FinanceClass();
    DateTime1, DateTime2: System.DateTime;
Begin
    DateTime1 := New DateTime(2008,01,01);
    DateTime2 := New DateTime(2008,06,01);
    r := Finance.CoupDays(DateTime1, DateTime2, 4, 0);
    System.Diagnostics.Debug.WriteLine(r);
End Sub;