daysdif (Financial Toolbox)

Days between dates for any day-count basis.

Syntax

nd = daysdif(d1, d2, basis)
nd = daysdif(d1, d2)

Description

nd = daysdif(d1, d2, basis)

returns the number of days between dates d1 and d2 using the given day-count basis. Enter dates as serial date numbers or date strings.

basis is the 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, all other inputs must contain the same number of values or a single value that applies to all. For example, if d1 is an N-row character array of date strings, then d2 must be an N-row character array of date strings or a single date. nd is then an N-by-1 vector of numbers.

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

Examples

nd = daysdif('3/1/97', '3/1/98', 1)
nd =
   360
d2 = ['3/1/1998'; '3/1/1999'; '3/1/2000']; 
nd = daysdif('3/1/97', d2)
nd =
         365
         730
        1096