days360e
Days between dates based on 360-day year (European)
Description
returns
the number of days between NumDays
= days360e(StartDate
,EndDate
)StartDate
and EndDate
based
on a 360-day year (that is, all months contain 30 days). If EndDate
is
earlier than StartDate
, NumDays
is
negative. This day count convention is used primarily in Europe. Under
this convention, all months contain 30 days.
Either input argument can contain multiple values, but if so,
the other must contain the same number of values or a single value
that applies to all. For example, if StartDate
is
an n-row character array of date character vectors,
then EndDate
must be an N
-by-1
vector
of integers or a single integer. Determine the Number of Days Between Two Dates Given a Basis of 30/360 Based on European ConventionNumDays
is
then an N
-by-1
vector of date
numbers.
Examples
Input Arguments
Output Arguments
References
[1] Addendum to Securities Industry Association, Standard Securities Calculation Methods: Fixed Income Securities Formulas for Analytic Measures. Vol. 2, Spring 1995.