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coupdays

Days in the coupon period containing the settlement date.

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

Returns the total length (in days) of the coupon period that contains the settlement date.

coupdays('2011-01-25', '2011-11-15', 2)
  • coupdaybs — Days from beginning of coupon period to settlement.
  • coupdaysnc — Days from settlement to next coupon date.