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#1
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Formula behind functions
Hello,
my question belongs to worksheet-functions beginning with coup, for example coupncd or couppcd and so on. Is there any hint, how these functions calculate the result? In some of the helpfiles you can find the math formula, the calculation is based on. For these coup*-functions I cannot find such hint. I would like to know, which math formula is behind coupncd couppcd coupdaysnc coupdaybs Has somebody further knowledge about the internal calculation? Kind regards Volker |
#2
Posted to microsoft.public.excel.worksheet.functions
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Formula behind functions
Which version of Excel are you using?
Coup is used to calculate a date on which a coupon is or was due for returns. COUPNCD(settlement,maturity,frequency,basis) and returns a number that represents the next coupon date after the settlement date. COUPPCD the previous coupon date; COUPDAYSNC returns the number of days from the settlement date to the next coupon date. COUPDAYBS returns the number of days from the beginning of the coupon period to the settlement date. Basis Day count basis 0 or omitted US (NASD) 30/360 1 Actual/actual 2 Actual/360 3 Actual/365 4 European 30/360 And all that from the help file!, There's lots more info though. In other words, mostly subtaction and addition -- HTH Kassie Replace xxx with hotmail "VolkerB" wrote: Hello, my question belongs to worksheet-functions beginning with coup, for example coupncd or couppcd and so on. Is there any hint, how these functions calculate the result? In some of the helpfiles you can find the math formula, the calculation is based on. For these coup*-functions I cannot find such hint. I would like to know, which math formula is behind coupncd couppcd coupdaysnc coupdaybs Has somebody further knowledge about the internal calculation? Kind regards Volker |
#3
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Formula behind functions
thank you Kassie, I have the same helpfile as you and your information is
based on this. But that is not what I was looking for. I use excel 2003 / 11. As I wrote, you can find mathematic formulas in the helpfile, for example the function yield. Here they say: yield calculates as following. Then you see numerator and denominator and some parenthesis with adds and subtracts and multiplication and so on. Behind the coup-functions must be a similar calculation. And this is what I am searching for. Kind regards Volker "Kassie" wrote: Which version of Excel are you using? Coup is used to calculate a date on which a coupon is or was due for returns. COUPNCD(settlement,maturity,frequency,basis) and returns a number that represents the next coupon date after the settlement date. COUPPCD the previous coupon date; COUPDAYSNC returns the number of days from the settlement date to the next coupon date. COUPDAYBS returns the number of days from the beginning of the coupon period to the settlement date. Basis Day count basis 0 or omitted US (NASD) 30/360 1 Actual/actual 2 Actual/360 3 Actual/365 4 European 30/360 And all that from the help file!, There's lots more info though. In other words, mostly subtaction and addition -- HTH Kassie Replace xxx with hotmail "VolkerB" wrote: Hello, my question belongs to worksheet-functions beginning with coup, for example coupncd or couppcd and so on. Is there any hint, how these functions calculate the result? In some of the helpfiles you can find the math formula, the calculation is based on. For these coup*-functions I cannot find such hint. I would like to know, which math formula is behind coupncd couppcd coupdaysnc coupdaybs Has somebody further knowledge about the internal calculation? Kind regards Volker |
#4
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Formula behind functions
Well, I found an address with some helpful informations about programming
functions in visual basic: http://www.entisoft.com/estools/MathFinancial.HTML "VolkerB" wrote: Hello, my question belongs to worksheet-functions beginning with coup, for example coupncd or couppcd and so on. Is there any hint, how these functions calculate the result? In some of the helpfiles you can find the math formula, the calculation is based on. For these coup*-functions I cannot find such hint. I would like to know, which math formula is behind coupncd couppcd coupdaysnc coupdaybs Has somebody further knowledge about the internal calculation? Kind regards Volker |
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