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. |
DAYS360 | The number of days between two dates, based on 30 day months. |
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. |
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. |
DAYS360 The number of days between two dates, based on 30 day months. |
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. |
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