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.
DAYS360The number of days between two dates, based on 30 day months.
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.
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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