Description Computes the number of days from the settlement date to the next coupon date.
Syntax COUPDAYSNC ( settlement, maturity, frequency [, calendar_type] )
|settlement||The date when the security is traded to the buyer. Dates in the argument list must be in the form of a serial number or text.|
|maturity||The date the security expires and the remaining amount is paid to the investor. It must be later than settlement. Dates in the argument list must be in the form of a serial number or text.|
|frequency||The number of interest payments per year. See "The frequency Argument" for more information.|
|[calendar_type]||Optional. One of five methods of counting days for computing interest. See "The calendar_type Argument" for more information.|
Remarks This function truncates all arguments to integers.
Examples This function returns 35:
This function returns 34:
See Also COUPDAYBS, COUPDAYS, COUPNCD, COUPNUM, COUPPCD