Description:
The external library function (See External Library Guide) equals the Excel DISC function.
Syntax:
Fdisc (settlement,maturity;pr,redemption)
Note:
The function calculates the discount rate for a security with the day count basis method US (NASD) 30/360.
Parameter:
|
settlement |
The security's settlement date |
|
maturity |
The security's maturity date |
|
pr |
The security's price |
|
redemption |
The security's redemption value |
Option：
|
@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:
|
Fdisc@0(date("2001-2-15"),date("2001-6-10"),97.975,100) |
0.06339130434782626 |