Public Sub PreviousCouponDateBasisTest() 'Confirms that the Basis is irrelevant to the Excel COUPPCD 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 = COUPPCD(datSettl, datMatur, intFreq, 0) For intBasis = 1 To 4 varResOthr = COUPPCD(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 Sub
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