COUPPCD

Name

COUPPCD -- 

Synopsis

COUPPCD(settlement,maturity,frequency[,basis,eom])

Description

COUPPCD returns the coupon date preceeding settlement.

@settlement is the settlement date of the security.

@maturity is the maturity date of the security.

@frequency is the number of coupon payments per year.

@eom = TRUE handles end of month maturity dates special.

Allowed frequencies are: 1 = annual, 2 = semi, 4 = quarterly, 6 = bimonthly, 12 = monthly.

@basis is the type of day counting system you want to use:

0 MSRB 30/360 (MSRB Rule G33 (e))

1 actual days/actual days

2 actual days/360

3 actual days/365

4 European 30/360

5 European+ 30/360

(see the gnumeric manual for a detailed description of these bases)

If @frequency is invalid, COUPPCD returns #NUM! error.

If @basis is omitted, MSRB 30/360 is applied.

If @basis is invalid, #NUM! error is returned.

Examples

COUPPCD (DATE(2002,11,29),DATE(2004,2,29),4,0) = 31-AUG-2002

COUPPCD (DATE(2002,11,29),DATE(2004,2,29),4,0,FALSE) = 29-Nov-2002

See also