Public Sub CouponDaysThreeWayTest() 'Ensure consistency between the CouponDaysBeforeSettlement, CouponDaysAfterSettlement, and ' CouponDays functions. Const FmDate = #1/1/1991# Const ToDate = #1/1/1998# Dim datSettl As Date, datMatur As Date, intFreqLog2%, intFreq%, intBasis%, varBS, varAS, varDS 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 If intBasis <> Actual_360 _ And intBasis <> Actual_365 Then varBS = CouponDaysBeforeSettlement(datSettl, datMatur, intFreq, intBasis, False) varAS = CouponDaysAfterSettlement(datSettl, datMatur, intFreq, intBasis) varDS = CouponDays(datSettl, datMatur, intFreq, intBasis) If varBS + varAS <> varDS Then Debug.Print datSettl, datMatur, intFreq & ", " & intBasis, varBS, varAS, varBS + varAS, varDS End If End If Next intBasis Next intFreqLog2 Next datMatur Next datSettl End Sub
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