Calculate the number of coupon periods between 2 dates for a periodic coupon payment security
Introduced in release: 1.0 Component: Generic Purpose:
Calculate the number of coupon periods between 2 given dates, counting backward from the second date to determine the coupon cycle. The function considers day_type and eom_adj.
Special Considerations:
This does not take into consideration odd coupon periods.
Alternatives:
To calculate the number of whole periods between 2 dates use num_per which returns an integer number of periods.
Results:
The function returns the calculated number of periods accurate to as many places as supported by a double precision value. The fractional part of the answer is calculated using the days remaining in the period over the days in the period (taking into consideration day_type).
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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