IFinance.CoupDays

Syntax

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

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

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.

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.

See also:

IFinance