Coupdaysnc (PQL)

Returns the number of days from the settlement date to the next coupon 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

Coupdaysnc( <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 'COUPDAYSNC' 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 total number of days from "2017-01-01" to the next coupon date, which is dynamically pulled from a table:

Coupdaysnc( "2017-01-01", [Data].[Date].Currentmember.caption, 1, 1 )