Calculate the number of coupon periods between two dates for a periodic coupon payment security - considers day type
Introduced in release: 1.0 Component: Generic Purpose:
Calculate the number of full coupon periods between 2 given dates and an indicator if there is any fractional period as well.
Special Considerations:
This does not take into consideration odd coupon periods. This routine differs from num_per in that it considers the day type in performing its calculations.
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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