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 integer number of full coupon periods between two given dates and an indicator if there is any fractional period as well.
Special Considerations:
This does not take into consideration odd coupon periods.
Alternatives:
To calculate the actual number of periods between 2 dates (including fractional part) use num_dper which returns the number of periods as a double precision number.
Results:
The number of full periods will be returned in the variable full_per. If there is a remaining fractional period, the variable frac_per will be set to one (1); otherwise it will be set to zero (0).
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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