CALC.coupdaybs(settlement, maturity, frequency, [basis])

CALC.accrint(issue, interest, settlement, rate, par, freq, [basis])

CALC.accrintm(issue, maturity, rate, par, [basis])

CALC.amordegrc(cost, date_purchased, first_period, salvage, period, rate, [basis])

CALC.amorlinc(cost, date_purchased, first_period, salvage, period, rate, [basis])

CALC.coupdaybs(settlement, maturity, frequency, [basis])

CALC.coupdays(settlement, maturity, frequency, [basis])

CALC.coupdaysnc(settlement, maturity, frequency, [basis])

CALC.coupncd(settlement, maturity, frequency, [basis])

CALC.coupnum(settlement, maturity, frequency, [basis])

CALC.couppcd(settlement, maturity, frequency, [basis])

CALC.cumipmt(rate, nper, pv, start_period, end_period, type)

CALC.cumprinc(rate, nper, pv, start_period, end_period, type)

CALC.db(cost, salvage, life, period, [month])

CALC.ddb(cost, salvage, life, period, [factor])

CALC.disc(settlement, maturity, pr, redemption, [basis])

CALC.duration(settlement, maturity, coupon, yld, frequency, [basis])

CALC.effect(nominal_rate, npery)

CALC.fv(rate, nper, pmt, [pv], [type])

CALC.fvschedule(principal, schedule)

CALC.intrate(settlement, maturity, investment, redemption, [basis])

CALC.ipmt(rate, per, nper, pv, fv, type)

CALC.ispmt(rate, per, nper, pv)

CALC.mduration(settlement, maturity, coupon, yld, frequency, [basis])

CALC.mirr(values, finance_rate, reinvest_rate)

CALC.nominal(effect_rate, npery)

CALC.nper(rate, pmt, pv, fv, type)

CALC.npv(rate, [value1, value2, [....]])

CALC.pmt(rate, nper, pv, fv, type)

CALC.ppmt(rate, per, nper, pv, fv, type)

CALC.price(settlement, maturity, rate, yld, redemption, frequency, [basis])

CALC.pricedisc(settlement, maturity, discount, redemption, [basis])

CALC.pricemat(settlement, maturity, issue, rate, yld, [basis])

CALC.pv(rate, nper, pmt, fv, type)

CALC.received(settlement, maturity, investment, discount, [basis])

CALC.sln(cost, salvage, life)

CALC.syd(cost, salvage, life, per)

CALC.tbilleq(settlement, maturity, discount)

CALC.tbillprice(settlement, maturity, discount)

CALC.tbillyield(settlement, maturity, pr)

CALC.vdb(cost, salvage, life, start_period, end_period, factor, no_switch)

CALC.xnpv(rate, values, dates)

CALC.yielddisc(settlement, maturity, pr, redemption, [basis])

CALC.yieldmat(settlement, maturity, issue, rate, pr, [basis])

Return the number of days from the beginning of the coupon period to the settlement date. Settlement is the security's settlement date. Maturity is the security's maturity date (the date when the security expires). Frequency is the number of coupon payments per year. Basis is an optional parameter which specifies the type of year count basis to use (Default = US 30/360, 1 = Actual/actual, 2 = Actual/360, 3= Actual/365, 4 = European 30/360).

Example

CALC.coupdaybs(new Date(2007,0,25), new Date(2008,10,15), 2, 1);

// returns 71

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