Whole document tree COUPNUMDescriptionCOUPNUM returns the numbers of coupons to be paid between the settlement and maturity dates, rounded up. @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 If @frequency is other than 1, 2, or 4, COUPNUM returns #NUM! error. If @basis is omitted, MSRB 30/360 is applied. If @basis is not in between 0 and 4, #NUM! error is returned. |