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Definition/Description of COUPDAYSNC:
Calculates the number of days from the settlement date until the next coupon payment (interest payment)
COUPDAYSNC (settlement, maturity, frequency, basis)
Maturity- due date (end date) of the security on which it can be redeemed for the nominal value
Frequency- number of interest payments (coupon payments) per year (1, 2 or 4)
0] - Indicates the basis on which the day count.
0months adopted by 30 days and years with 360 days here, but end of month data are adjusted in accordance with the European financial conventions.
maturityto use the functions
TO_DATEbe added or other date parsing, not by text input.
: Calculates the annual yield of a discount paper based on price.
: Calculates the annual yield of a security, be paid for periodic interest, such as a US Treasury statement, based on price.
: Calculates the price of a security, to be paid for the interest on the maturity date, based on the expected rate of return.
PRICEDISC : Calculates the price of discount paper based on the expected rate of return.
: Calculates the number of compounding periods, which are necessary for an investment with a given present value with a specific value growth rate to achieve a target value.
: Calculates the discount of a security based on price.
: Calculates the last coupon or interest payment date prior to the settlement date.
: Calculates the number of coupon or interest payments between the settlement date and the maturity date of the investment.
: Calculates the next coupon or interest payment date after the settlement date.
: Calculates the number of days in the coupon period (interest payment period) that contains the specified settlement date.
: Calculates the number of days from the first coupon or interest payment until settlement date.
: Calculates the accrued interest of a security, to be paid for when due interest.
: Calculates the accrued interest for a security that pays periodic interest.
To use the COUPDAYSNC Formula, simply begin with your edited Excellentable: