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Coupon Days Test Sub
Math Financial Class

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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