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daysdif

Days between dates for any day-count basis

Description

NumDays = daysdif(StartDate,EndDate) returns the number of days between dates StartDate and EndDate. The first date for StartDate is not included when determining the number of days between first and last date.

Any input argument can contain multiple values, but if so, the other inputs must contain the same number of values or a single value that applies to all. For example, if StartDate is an n-row cell array of character vectors , then EndDate must be an n-row cell array of character vectors or a single date character vector. NumDays is then an N-by-1 vector of numbers.

NumDays = daysdif(___,Basis) returns the number of days between dates StartDate and EndDate using the optional argument Basis for day-count. The first date for StartDate is not included when determining the number of days between first and last date.

Any input argument can contain multiple values, but if so, the other inputs must contain the same number of values or a single value that applies to all. For example, if StartDate is an n-row datetime array, then EndDate must be an n-row datetime array or a single datetime. NumDays is then an N-by-1 vector of numbers.

Examples

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Determine the NumDays using date character vectors for StartDate and EndDate.

NumDays = daysdif('3/1/99', '3/1/00', 1)
NumDays = 360

Determine the NumDays using datetimes for StartDate and EndDate.

NumDays = daysdif(datetime(1999,3,1) ,datetime(2000,3,1), 1)
NumDays = 360

Determine the NumDays using a datetime array for EndDate.

MoreDays = [datetime(2001,3,1) ; datetime(2002,3,1) ; datetime(2003,3,1)]; 
NumDays = daysdif(datetime(1998,3,1), MoreDays)
NumDays = 3×1

        1096
        1461
        1826

Input Arguments

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Start date, specified as a scalar or an N-by-1 or 1-by-N vector using a datetime array, string array, or date character vectors.

To support existing code, daysdif also accepts serial date numbers as inputs, but they are not recommended.

Data Types: char | string | datetime

End date, specified as a scalar or an N-by-1 or 1-by-N vector using a datetime array, string array, or date character vectors.

To support existing code, daysdif also accepts serial date numbers as inputs, but they are not recommended.

Data Types: char | string | datetime

Day-count basis of the instrument, specified as an integer with a value of 0 through 13 or a N-by-1 vector of integers with values of 0 through 13.

  • 0 = actual/actual (default)

  • 1 = 30/360 (SIA)

  • 2 = actual/360

  • 3 = actual/365

  • 4 = 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/252

For more information, see Basis.

Data Types: double

Output Arguments

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Number of days between the StartDate and EndDate. NumDays is returned as an integer.

Note

The first date for StartDate is not included when determining the number of days between first and last date.

References

[1] Stigum, Marcia L. and Franklin Robinson. Money Market and Bond Calculations. Richard D. Irwin, 1996, ISBN 1-55623-476-7

Version History

Introduced before R2006a

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