DayCount





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Compute the day count between 2 dates.

A DayCount is a length of time expressed in years (can also be expressed in days depending on the DayCount Code).

For the 'dayCounter' parameter, please refer to the large number of enumeration functions present within the CapeTools Enums category of functions.

The CapeTools Enums category of functions return correct string codes that can be passed to parameters taking fixed string values defined by the library (ie - DayCount codes, frequency codes, currency codes, compounding codes, business day convention codes etc...).

You can thus execute these enumeration functions which return the proper code, instead of trying to remember the string code needed or making spelling mistakes which can be difficult to debug.



Note: Within Excel, the function is named - CT.DTE.DayCount




High level graphic of DayCount() function with parameters. Blue square node is the actual function with the parameters ordered.



Parameter Description


  1. dayCounter parameter

    DayCounter code to use
  2. StartDate parameter

    Start Date
  3. EndDate parameter

    End Date


Extended information

Function Syntax

VB Syntax


Double CTCalendars.DayCount( _
DayCountEnum dayCounter, _
Long StartDate, _
Long EndDate)


Excel Spreadsheet Syntax


=CT.DTE.DayCount(
Excel String Cell dayCounter,
Excel Numeric Cell StartDate,
Excel Numeric Cell EndDate)


C++ Syntax


static double DayCount(
DayCountEnum dayCounter,
long StartDate,
long EndDate);


DotNET Syntax


System.Double CTCalendarsSA.DayCount(
CTIEnums.DayCountEnum dayCounter,
System.Int32 StartDate,
System.Int32 EndDate);

Parameter data types

ArgNameArgTypeIsKey
dayCounterDayCountEnumFALSE
StartDateLongFALSE
EndDateLongFALSE


Example Inputs

The first column represents the name of the parameters. The second column specifies whether the parameters are optional or not. Finally the last column provides some sample input data.
Function call input string-keys are always in the format : "NAME.EXTTAG.TICKER" The "EXTTAG.TICKER" part is determined from the output of other, capetools, object creation functions.


ArgNameIsOptional (Excel only)Example
dayCounterFALSEACT365F
StartDateFALSE21/Oct/2005 (serial date type)
EndDateFALSE21/Jan/2006 (serial date type)


Example function usage


The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.


If you are accessing this functrion via the MiniXL libraries, this function is present within the CT.QL.Curves20 MiniXL Excel Addin.

Within our Excel Example Addin Generator, we have used the following QuantTools sub-functions in order to prepare the arguments needed to call the DayCount() function. If you are executing this function via the MiniXL libraries, the module addin name, (in brackets, to the right of the sub-functions listed below), indicates the MiniXL library in which the sub-function is held. You will need to load this library into your Excel session (along with any other libraries that the sub-function call within the addin requires (ie - CT.QT.Utils20 addin in almost all cases) in order for the example to compute successfully.


The following four examples demostrate calling this function within a Microsoft .NET environment

The following four examples demostrate calling this function within a non .NET environment

The following is a sample output from executing the DayCount() function call


92

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