IFinance.CoupDays

Syntax

Fore Fore.NET

CoupDays(Settlement: DateTime; Maturity: DateTime; Frequency: Integer; [Basis: Integer = 0]): Double;

CoupDays(Settlement: System.DateTime; Maturity: System.DateTime; Frequency: integer; Basis: integer): double;

Parameters

Settlement. The payment day on securities. Must be less than Maturity

Maturity. The security's maturity date. Must be greater than Settlement

Frequency. The annual number of coupon payments. The parameter can take the following values:

1. Annual payments.
2. Semi-annual payments.
4. Quarterly payments.

Basis. The day calculation method used. Select a value from 0 to 4:

0. Day calculation method - American/360 days (NSAD method). Default value.
1. Day calculation method - Actual/actual.
2. Day calculation method - Actual/360 days.
3. Day calculation method - Actual/365 days.
4. Day calculation method - European 30/360 days.

Optional parameter.

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.

Example

Add a link to the MathFin system assembly.

Fore Fore.NET

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;

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;

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