acrudisc
Accrued interest of discount security paying at maturity
Syntax
Description
returns the accrued interest of a discount security paid at maturity.AccruInterest
= acrudisc(Settle
,Maturity
,Face
,Discount
)
adds optional arguments for AccruInterest
= acrudisc(___,Period
,Basis
)Period
and
Basis
.
Examples
Find Accrued Interest of a Discount Security Paid at Maturity
This example shows how to find the accrued interest of a discount security paid at maturity.
AccruInterest = acrudisc('05/01/1992', '07/15/1992', ... 100, 0.1, 2, 0)
AccruInterest = 2.0604
Find Accrued Interest of a Discount Security Paid at Maturity Using datetime Inputs
This example shows how to use datetime
inputs to find the accrued interest of a discount security paid at maturity.
AccruInterest = acrudisc(datetime('1-May-1992','Locale','en_US'),datetime('15-Jul-1992','Locale','en_US'),... 100, 0.1, 2, 0)
AccruInterest = 2.0604
Input Arguments
Settle
— Settlement date of security
serial date number | date character vector | datetime
Settlement date of the security, specified as a scalar or a
NINST
-by-1
vector of serial
date numbers, date character vectors, or datetime arrays. The
Settle
date must be before the
Maturity
date.
Data Types: double
| char
| datetime
Maturity
— Maturity date of security
serial date number | date character vector | datetime
Maturity date of the security, specified as a scalar or a
NINST
-by-1
vector of serial
date numbers, date character vectors, or datetime arrays.
Data Types: double
| char
| datetime
Face
— Redemption value of security
numeric
Redemption value (par value) of the security, specified as a scalar or
a NINST
-by-1
vector.
Data Types: double
Discount
— Discount rate of security
decimal fraction
Discount rate of the security, specified as a scalar or a
NINST
-by-1
vector of decimal
fraction values.
Data Types: double
Period
— Number of coupon payments per year
2
(default) | numeric with values 0
, 1
,
2
, 3
, 4
,
6
or 12
(Optional) Number of coupon payments per year for security, specified
as scalar or a NINST
-by-1
vector
using the values: 0
, 1
,
2
, 3
, 4
,
6
, or 12
.
Data Types: double
Basis
— Day-count basis
0
(actual/actual) (default) | integers of the set [0...13]
| vector of integers of the set [0...13]
(Optional) Day-count basis for security, specified as a scalar or a
NINST
-by-1
vector. Values
are:
0 = actual/actual
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 (ICMA)
9 = actual/360 (ICMA)
10 = actual/365 (ICMA)
11 = 30/360E (ICMA)
12 = actual/365 (ISDA)
13 = BUS/252
For more information, see Basis.
Data Types: double
Output Arguments
AccruInterest
— Accrued interest
numeric
Accrued interest, returned as a scalar or a
NINST
-by-1
vector.
References
[1] Mayle, J. Standard Securities Calculation Methods. Volumes I-II, 3rd edition. Formula D.
Version History
See Also
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