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Coupon Days Before Settlement Test Sub
Math Financial Class

Public Sub CouponDaysBeforeSettlementTest()
    'Compare the CouponDaysBeforeSettlement function to Excel's COUPDAYBS function.

    'Note: You must establish a Reference to atpvbaen.xls within Excel for this to work.

    Const FmDate = #1/1/1991#
    Const ToDate = #1/1/1998#

    Dim datSettl As Date, datMatur As Date, intFreqLog2%, intFreq%, intBasis%, varResES, varResXL

    For datSettl = FmDate To ToDate
        DoEvents
        If Day(datSettl) = 5 Then datSettl = datSettl + 20
        If Day(datSettl) = 1 Then Debug.Print Now, datSettl

        For datMatur = datSettl + 1 To ToDate
            If Day(datMatur) = 5 Then datMatur = datMatur + 20

            For intFreqLog2 = 0 To 2
                intFreq = 2 ^ intFreqLog2

                For intBasis = 0 To 4
                    varResES = CouponDaysBeforeSettlement(datSettl, datMatur, intFreq, intBasis, True)
                    varResXL = COUPDAYBS(datSettl, datMatur, intFreq, intBasis)
    
                    If (IsNull(varResES) And Not IsNull(varResXL)) _
                    Or (Not IsNull(varResES) And IsNull(varResXL)) _
                    Or (varResES <> varResXL) Then
                        Debug.Print datSettl, datMatur, intFreq, intBasis, varResXL, varResES, varResES - varResXL
                    End If
                Next intBasis
            Next intFreqLog2
        Next datMatur
    Next datSettl

End Sub

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