Time and frequency from dates
[TFactors, F] = date2time(Settle, Maturity, Compounding, Basis,
EndMonthRule)
 Settlement date, a vector specified as serial date numbers, date character vectors, or datetime arrays. 
 A vector of maturity dates, specified as serial date numbers, date character vectors, or datetime arrays. 
 (Optional) Scalar value representing the rate at which
the input zero rates were compounded when annualized. The default

 (Optional) Daycount basis of the instrument. A vector of integers.
For more information, see basis. 
 (Optional) Endofmonth rule. A vector. This rule applies
only when 
[TFactors, F] = date2time(Settle, Maturity, Compounding,
Basis, EndMonthRule)
computes time factors appropriate to
compounded rate quotes between the settlement and maturity dates.
TFactors
is a vector of time factors.
F
is a scalar of related compounding frequencies.
date2time
is the inverse of time2date
.
The difference between yearfrac
and date2time
is
that date2time
counts full periods as a whole
integer, even if the number of actual days in the periods are different. yearfrac
does
not count full periods. For example,
yearfrac('1/1/2000', '1/1/2001', 9)
ans = 1.0167
yearfrac
for Basis
9
(ACT/360
ICMA) calculates 366/360 = 1.0167. So, even if the dates have the
same month and date, with a difference of 1 in the year, the returned
value may not be exactly 1. On the other hand, date2time
calculates
one full year period:
date2time('1/1/2000', '1/1/2001', 1, 9)
ans = 1