# date2time

Time and frequency from dates

## Syntax

```[Times, F] = date2time(Settle, Dates, Compounding, Basis,EndMonthRule)```

## Arguments

 `Settle` Settlement date. A vector of serial date numbers or date strings. `Dates` Vector of dates corresponding to the compounding value. `Compounding` (Optional) Scalar value representing the rate at which the input zero rates were compounded when annualized. This argument determines the formula for the discount factors: `Compounding` = `1`, `2`, `3`, `4`, `6`, `12 `(Default = `2`.)`Disc = (1 + Z/F)^(-T)`, where `F` is the compounding frequency, `Z` is the zero rate, and `T` is the time in periodic units; for example, `T = F` is one year.`Compounding` = `365` ```Disc = (1 + Z/F)^(-T)```, where `F` is the number of days in the basis year and `T` is a number of days elapsed computed by basis.`Compounding` = `−1````Disc = exp(-T*Z)```, where `T` is time in years. `Basis` (Optional) Day-count basis of the instrument. A vector of integers.0 = actual/actual (default)1 = 30/360 (SIA)2 = actual/3603 = actual/3654 = 30/360 (BMA)5 = 30/360 (ISDA)6 = 30/360 (European)7 = actual/365 (Japanese)8 = actual/actual (ICMA)9 = actual/360 (ICMA)10 = actual/365 (ICMA)11 = 30/360E (ICMA) 12 = actual/365 (ISDA)13 = BUS/252For more information, see basis. `EndMonthRule` (Optional) End-of-month rule. A vector. This rule applies only when `Maturity` is an end-of-month date for a month having 30 or fewer days. `0` = ignore rule, meaning that a bond's coupon payment date is always the same numerical day of the month. `1` = set rule on (default), meaning that a bond's coupon payment date is always the last actual day of the month.

## Description

```[Times, F] = date2time(Settle, Dates, Compounding, Basis,EndMonthRule)``` computes time factors appropriate to compounded rate quotes beyond the settlement date.

`Times` is a vector of time factors.

`F` is a scalar of related compounding frequencies.

 Note   To obtain accurate results from this function, the `Basis` and `Dates` arguments must be consistent. If the `Dates` argument contains months that have 31 days, `Basis` must be one of the values that allow months to contain more than 30 days; for example, `Basis` = `0`, `3`, or `7`.

`date2time` is the inverse of `time2date`.