Public Sub CouponDaysTest()
'Compare the CouponDays function to Excel's COUPDAYS 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
' Don't test Actual_Actual basis because of probable bugs in Excel COUPDAYS function.
If intBasis <> Actual_Actual Then
varResES = CouponDays(datSettl, datMatur, intFreq, intBasis)
varResXL = COUPDAYS(datSettl, datMatur, intFreq, intBasis)
If (IsNull(varResES) And Not IsNull(varResXL)) _
Or (Not IsNull(varResES) And IsNull(varResXL)) _
Or (varResES <> varResXL) Then
Dim varPCD, varNCD
varPCD = PreviousCouponDate(datSettl, datMatur, intFreq, intBasis)
varNCD = NextCouponDate(datSettl, datMatur, intFreq, intBasis)
Debug.Print datSettl, datMatur, intFreq & ", " & intBasis, varResXL, varResES, varResES - varResXL, varPCD, varNCD
End If
End If
Next intBasis
Next intFreqLog2
Next datMatur
Next datSettl
End SubCopyright 1996-1999 Entisoft
Entisoft Tools is a trademark of Entisoft.