Private Sub NextCouponDateBasisTest()
'Confirms that the Basis is irrelevant to the Excel COUPNCD 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%, varResZero, varResOthr
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
varResZero = coupncd(datSettl, datMatur, intFreq, 0)
For intBasis = 1 To 4
varResOthr = coupncd(datSettl, datMatur, intFreq, intBasis)
If varResOthr <> varResZero Then
Debug.Print datSettl, datMatur, intFreq, intBasis, CDate(varResZero), CDate(varResOthr)
End If
Next intBasis
Next intFreqLog2
Next datMatur
Next datSettl
End SubCopyright 1996-1999 Entisoft
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