Public Sub CouponDaysTest() 'Compare the CouponDays function to Excel's COUPDAYS function. 'Note: You must establish a Reference to atpvbaen.xls within Excel for this to work. Const FmDate = #1/1/1991# Const ToDate = #1/1/1998# Dim datSettl As Date, datMatur As Date, intFreqLog2%, intFreq%, intBasis%, varResES, varResXL For datSettl = FmDate To ToDate DoEvents If Day(datSettl) = 5 Then datSettl = datSettl + 20 If Day(datSettl) = 1 Then Debug.Print Now, datSettl For datMatur = datSettl + 1 To ToDate If Day(datMatur) = 5 Then datMatur = datMatur + 20 For intFreqLog2 = 0 To 2 intFreq = 2 ^ intFreqLog2 For intBasis = 0 To 4 ' Don't test Actual_Actual basis because of probable bugs in Excel COUPDAYS function. If intBasis <> Actual_Actual Then varResES = CouponDays(datSettl, datMatur, intFreq, intBasis) varResXL = COUPDAYS(datSettl, datMatur, intFreq, intBasis) If (IsNull(varResES) And Not IsNull(varResXL)) _ Or (Not IsNull(varResES) And IsNull(varResXL)) _ Or (varResES <> varResXL) Then Dim varPCD, varNCD varPCD = PreviousCouponDate(datSettl, datMatur, intFreq, intBasis) varNCD = NextCouponDate(datSettl, datMatur, intFreq, intBasis) Debug.Print datSettl, datMatur, intFreq & ", " & intBasis, varResXL, varResES, varResES - varResXL, varPCD, varNCD End If End If Next intBasis Next intFreqLog2 Next datMatur Next datSettl End Sub
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