Coupdaybs (PQL)

Returns the number of days from the beginning of a coupon period until its settlement date.

  • Returned Output: Numeric
  • Library: PQL \ Common \ Financial
  • Version: 2025.01.000
  • Compatibility:
    • It can be combined with other PQL functions throughout the application.
    • It CANNOT be used with MDX or VBA functions. But it can be used on MDX-based content in other parts of the application.

Syntax

Coupdaybs( <Date> , <Date> , <Numeric> , OPTIONAL <Numeric> )

* Click on the function's arguments above for more details on the input values.

Comments

This function is the same as the Microsoft Excel 'COUPDAYBS' function - using the same inputs, logic, and outputs.

Function Arguments

Name

Description

Type

Optional

settlement

Settlement date for the security.

String or Number (<Date>)

 

maturity

Maturity date for the security.

String or Number (<Date>)

 

frequency

Frequency of payment, number of coupon payments per year; must be 1, 2, or 4.

<Numeric>

 

basis

Integer representing the basis for day count.

<Numeric>

Y

Note: Literal encoding is in use; this means that Booleans and Dates are represented as numeric values (1 and 0 and timestamps or serial date numbers, respectively).

Example

This example calculates the number of days from the start of the current coupon period (pulled dynamically from your dataset) up to the settlement date of "2017-12-31":

Coupdaybs( "2017-12-31", [Data].[Date].currentmember.caption, 1, 1 )