Description:
The external library function (See External Library Guide) equals the Excel COUPNUN, COUPDAYS, COUPDAYBS or COUPDAYSNC function.
Syntax:
|
Fcoups(settlement,maturity) |
It is equivalent to Excel COUPNUM function and returns the number of coupons payable between a security’s settlement date and maturity date, rounded up to the nearest whole coupon. Annually. The day count basis method is US (NASD) 30/360 |
|
Fcoups@d(settlement,maturity) |
It is equivalent to Excel COUPDAYS function and returns the number of days in a coupon period that contains the settlement date. Annually. The day count basis method is US (NASD) 30/360 |
|
Fcoups@b(settlement,maturity) |
It is equivalent to Excel COUPDAYBS function and returns the number of days from the beginning of a coupon's period to the settlement date. Annually. The day count basis method is US (NASD) 30/360 |
|
Fcoups@n(settlement,maturity) |
It is equivalent to Excel COUPDAYSNC function and returns the number of days from the settlement date to the next coupon date. Annually. The day count basis method is US (NASD) 30/360 |
Parameters:
|
settlement |
The security's settlement date |
|
maturity |
The security's maturity date |
Option：
|
@2 |
Semi-annually. It corresponds to the Excel frequency parameter |
|
@4 |
Quarterly. It corresponds to the Excel frequency parameter |
|
@1 |
Specify the day count basis method Actual/Actual. It corresponds to the Excel basis parameter |
|
@0 |
Specify the day count basis method Actual/360. It corresponds to the Excel basis parameter |
|
@5 |
Specify the day count basis method Actual/365. It corresponds to the Excel basis parameter |
|
@e |
Specify the day count basis method European 30/360. It corresponds to the Excel basis parameter |
Example:
|
Fcoups@2(date("2008-3-15"),date("2008-11-3")) |
2 |
|
Fcoups@d2(date("2008-3-15"),date("2008-11-3")) |
180.0 |
|
Fcoups@b1(date("2008-3-15"),date("2008-11-3")) |
133.0 |
|
Fcoups@n(date("2008-3-15"),date("2008-11-3")) |
228.0 |