Financial Toolbox™yeardays   ylddisc
  

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)

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

See Also

days360, days365, daysact, daysdif, months, wrkdydif, year, yeardays

  

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