Day Counting Functions

Functions that take an optional day counting argument.

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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