### Day Counting Functions

Functions that take an optional day counting argument.

ACCRINT | The accrued interest for a security that pays interest periodically. |

ACCRINTM | The accrued interest for a security that pays interest at maturity. |

AMORDEGRC | The depreciation of an asset in a single period (straight-line, implicit coefficient). |

AMORLINC | The depreciation of an asset in a single period (straight-line). |

COUPDAYBS | The number of days between the previous coupon date and the settlement date. |

COUPDAYS | The number of days between the coupon dates on either side of the settlement date. |

COUPNCD | The next coupon date after the settlement date. |

COUPNUM | The number of coupons between the settlement date and the maturity date. |

COUPPCD | The previous coupon date before the settlement date. |

DISC | The interest rate (or discount rate) for a security held to maturity. |

DURATION | The annual duration of a security that pays interest periodically. |

INTRATE | The interest rate for a security held to maturity. |

MDURATION | The modified duration for a security that pays interest periodically. |

ODDFPRICE | The price per $100 face value of a security with an odd first period. |

ODDFYIELD | The yield of a security with an odd first period. |

ODDLPRICE | The price per $100 face value of a security with an odd last period. |

ODDLYIELD | The yield of a security with an odd last period. |

PRICE | The price of a security that pays periodic interest. |

PRICEDISC | The price of a discounted security (no interest payments). |

PRICEMAT | The price of a security that pays interest at maturity. |

RECEIVED | The amount received at the end when a security is held to maturity. |

YIELD | The interest rate (annual) for a series of equal cash flows at regular intervals. |

YIELDDISC | The interest rate (annual) for a discounted security (no interest payments). |

YIELDMAT | The interest rate (annual) for a security that pays interest at maturity. |

YEARFRAC | The number of years as a decimal between two dates. |

ACCRINTThe accrued interest for a security that pays interest periodically. |

ACCRINTMThe accrued interest for a security that pays interest at maturity. |

AMORDEGRCThe depreciation of an asset in a single period (straight-line, implicit coefficient). |

AMORLINCThe depreciation of an asset in a single period (straight-line). |

COUPDAYBSThe number of days between the previous coupon date and the settlement date. |

COUPDAYSThe number of days between the coupon dates on either side of the settlement date. |

COUPNCDThe next coupon date after the settlement date. |

COUPNUMThe number of coupons between the settlement date and the maturity date. |

COUPPCDThe previous coupon date before the settlement date. |

DISCThe interest rate (or discount rate) for a security held to maturity. |

DURATIONThe annual duration of a security that pays interest periodically. |

INTRATEThe interest rate for a security held to maturity. |

MDURATIONThe modified duration for a security that pays interest periodically. |

ODDFPRICEThe price per $100 face value of a security with an odd first period. |

ODDFYIELDThe yield of a security with an odd first period. |

ODDLPRICEThe price per $100 face value of a security with an odd last period. |

ODDLYIELDThe yield of a security with an odd last period. |

PRICEThe price of a security that pays periodic interest. |

PRICEDISCThe price of a discounted security (no interest payments). |

PRICEMATThe price of a security that pays interest at maturity. |

RECEIVEDThe amount received at the end when a security is held to maturity. |

YIELDThe interest rate (annual) for a series of equal cash flows at regular intervals. |

YIELDDISCThe interest rate (annual) for a discounted security (no interest payments). |

YIELDMATThe interest rate (annual) for a security that pays interest at maturity. |

YEARFRACThe number of years as a decimal between two dates. |

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