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coupdaybs

Days from beginning of coupon period to settlement.

v = coupdaybs(settlement, maturity, frequency, basis)

Returns the number of days from the start of the coupon period containing settlement up to settlement. Used in accrued-interest calculations.

coupdaybs('2011-01-25', '2011-11-15', 2)
  • coupdays — Days in the coupon period containing the settlement date.
  • coupdaysnc — Days from settlement to next coupon date.
  • coupncd — Next coupon date after settlement.
  • couppcd — Previous coupon date before settlement.
  • coupnum — Number of coupon payments between settlement and maturity.