Previous Topic

Next Topic

oGetDIP( ) Function

Component

Resolution - Utility

 

Function Definition

oGetDIP(StartDate, EndDate, AccrualBasis)

Returns the number of days between two dates based on the accrual basis.

 

 

Function Parameters

 

Parameters

Description

 

Parameter Type

 

Restrictions

.

StartDate

 

Start date of the period.

 

Date

 

StartDate < EndDate

EndDate

End date of the period.

 

Date

 

StartDate < EndDate

AccrualBasis

 

Basis for determining the number of days assumed between the start and end dates.

See Day Count Conventions

 

Enumerated Constant

 

1 - Act/Act (actual)
2 - Act/Act (bond)
3 - Act/360
4 - Act/365
5 - Act/365 ISDA
6 - Act/365 JGB (NL)
7 - 30/360 ISDA
8 - 30/360 PSA
9 - 30E/360
10 - 30E+/360
11 - Act/365L

 

 

 

 

 

 

 

See Also

Parameter Types

oGetDIY( ) Function

oGetAI( ) Function

Return to www.derivativepricing.com website

Copyright 2013 Hedgebook Ltd.