Description:
The function equals the Excel ACCRINT function.
Syntax:
Faccrint(first_interest,settlement,issue,rate,par)
Note:
The external library function (See External Library Guide) returns the accrued interest for a security that pays periodic interest. Specify the day count basis method US (NASD) 30/360.
Parameter:
|
first_interest |
The security's first interest date. |
|
settlement |
The security's settlement date, i.e. the date after the issue date by which a buyer must pay for the security. |
|
issue |
The issue date of the security. |
|
rate |
The security's annual coupon rate. |
|
par |
The security's par value. If omitted, it takes the default value of zero for ￥100. |
Option：
|
@2 |
Semi-annually. It corresponds to the Excel frequency parameter. |
|
@4 |
Quarterly. It corresponds to the Excel frequency parameter. |
|
@1 |
Specify the day count basis method Actual/Actual. It corresponds to the Excel basis parameter. |
|
@0 |
Specify the day count basis method Actual/360. It corresponds to the Excel basis parameter. |
|
@5 |
Specify the day count basis method Actual/365. It corresponds to the Excel basis parameter. |
|
@e |
Specify the day count basis method European 30/360. It corresponds to the Excel basis parameter. |
Example:
|
Faccrint@2(date("2000-10-1"),date("2000-6-1"),date("2000-1-8"),0.1,2000) |
79.44444444444444 |
|
Faccrint@1(date("2000-10-1"),date("2000-6-1"),date("2000-1-8"),0.1,2000) |
108.2089552238806 |