Financial Toolbox

daysadd

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Date away from starting date for any day-count basis

Syntax

NumDays = daysadd(StartDate, NumDays, Basis)

Arguments

StartDate

Start date. Enter as serial date numbers or date strings.

NumDays

Integer number of days from start date. Enter a negative integer for dates before start date.

Basis

(Optional) Day-count basis of the instrument. A vector of integers.

0 = actual/actual (default)
1 = 30/360 (SIA)
2 = actual/360
3 = actual/365
4 = 30/360 (PSA)
5 = 30/360 (ISDA)
6 = 30/360 (European)
7 = actual/365 (Japanese)
8 = actual/actual (ISMA)
9 = actual/360 (ISMA)
10 = actual/365 (ISMA)
11 = 30/360E (ISMA)

Note When using the 30/360 day-count basis, it is not always possible to find the exact date NumDays number of days away because of a known discontinuity in the method of counting days. A warning is displayed if this occurs.

Description

NumDays = daysadd(StartDate, NumDays, Basis) returns a date NumDays number of days away from StartDate, using the given day-count basis.

Examples

NewDate = daysadd('01-Feb-2004', 31)

NewDate =

      732009

datestr(NewDate)

ans =

03-Mar-2004

NewDate = daysadd('01-Feb-2004', 31, 1)

NewDate =

      732008

datestr(NewDate)

ans =

02-Mar-2004

References