yearfrac - Fraction of year between dates

Syntax

YearFraction = yearfrac(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 of the instrument. A vector of integers.

0 = actual/actual (default)
1 = 30/360 (SIA)
2 = actual/360
3 = actual/365
4 = 30/360 (PSA)
5 = 30/360 (ISDA)
6 = 30/360 (European)
7 = actual/365 (Japanese)
8 = actual/actual (ISMA)
9 = actual/360 (ISMA)
10 = actual/365 (ISMA)
11 = 30/360E (ISMA)
12 = actual/365 (ISDA)
13 = BUS/252

All specified arguments must be number of instruments (NUMINST)-by-1 or 1-by-NUMINST conforming vectors or scalar arguments.

Description

YearFraction = yearfrac(StartDate, EndDate, Basis) returns a fraction based on the number of days between dates StartDate and EndDate using the given day-count basis. If EndDate is earlier than StartDate, Fraction is negative.

Examples

YearFraction = yearfrac('14 mar 01', '14 sep 01', 0)

YearFraction =

    0.5041

YearFraction = yearfrac('14 mar 01', '14 sep 01', 1)

YearFraction =

    0.5000

yearfrac - Fraction of year between dates

Syntax

Arguments

Description

Examples

See Also