COUPDAYBS Google Sheet Formula

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COUPDAYBS Formula Syntax

=COUPDAYBS("2022-04-15", "2023-04-15", 2, 0)

Example Use Case

Calculating the days from the beginning of the coupon period to the settlement date

Understanding the COUPDAYBS Formula

The COUPDAYBS function in Excel calculates the number of days from the beginning of the coupon period to the settlement date. It's a bond analysis tool for calculating accrued interest—like determining the exact days since the last coupon payment for prorating interest.

COUPDAYBS("2022-04-15", "2023-04-15", 2, 0) calculates days from the previous coupon date to settlement for a bond with semiannual payments. It takes settlement, maturity, frequency, basis arguments, counting days per the specified day count convention—essential for accurate bond pricing and interest calculations.

Why Use COUPDAYBS?

COUPDAYBS determines accrual periods—think bond pricing or interest calculations. Its precise day counting using industry-standard conventions makes it valuable for fixed-income analysis, bond trading, or portfolio management requiring exact interest accrual.

Example with Sample Data

Parameters	Formula	Result
Settlement: 3/15/2022 Maturity: 12/15/2023 Frequency: 2 (semiannual) Basis: 0 (30/360)	=COUPDAYBS("3/15/2022", "12/15/2023", 2, 0)	90
Settlement: 3/15/2022 Maturity: 12/15/2023 Frequency: 4 (quarterly) Basis: 0 (30/360)	=COUPDAYBS("3/15/2022", "12/15/2023", 4, 0)	90
Settlement: 3/15/2022 Maturity: 12/15/2023 Frequency: 2 (semiannual) Basis: 1 (Actual/actual)	=COUPDAYBS("3/15/2022", "12/15/2023", 2, 1)	90