Re: COUPDAYS



Neil Booth wrote:

Andreas J. Guelzow wrote:-


WHo would have thought that under basis Act/Act
COUPDAYBS + COUPDAYSNC != COUPDAYS ?


This identity should hold for all bases except 30E+/360 and Excel's
basis zero.

I can believe it's broken on Macintosh, though.  It should work in
Windows for Act/Act.



I guess you never looked at Jp's test files. THis equality does not hold on MS Excel on _Windows_

Andreas




--
Prof. Dr. Andreas J. Guelzow
http://www.math.concordia.ab.ca/aguelzow




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