Financial Toolbox

daysdif

Days between dates for any day-count basis

Syntax

• NumDays = daysdif(StartDate, EndDate, Basis)
  

Arguments

StartDate	Enter as serial date numbers or date strings.
EndDate	Enter as serial date numbers or date strings.
Basis	(Optional) Day-count basis: 0 = actual/actual (default), 1 = 30/360, 2 = actual/360, 3 = actual/365.

Any input argument can contain multiple values, but if so, the other inputs must contain the same number of values or a single value that applies to all. For example, if StartDate is an n-row character array of date strings, then EndDate must be an n-row character array of date strings or a single date. NumDays is then an n-by-1 vector of numbers.

Description

NumDays = daysdif(StartDate, EndDate, Basis) returns the number of days between dates StartDate and EndDate using the given day-count basis. Enter dates as serial date numbers or date strings.

This function is a helper function for the bond pricing and yield functions. It is designed to make the code more readable and to eliminate redundant calls within if statements.

Examples

• NumDays = daysdif('3/1/99', '3/1/00', 1)
  NumDays =
     360
  
  MoreDays = ['3/1/2001'; '3/1/2002'; '3/1/2003']; 
  NumDays = daysdif('3/1/98', MoreDays)
  NumDays =
           1096
           1461
           1826
  

See Also

datenum, days360, days365, daysact, wrkdydif, yearfrac

daysact

depfixdb