Funkcji finansowe

[ ] indicates optional parameters

ACCRINT(issue_date, first_interest_date, settlement_date, stopa, par, frequency, [basis])
ACCRINTM(issue_date, maturity_date, stopa, [par], [basis])
AMORDEGRC(koszt, purchase_date, first_period_date, odzysk, okres, stopa, [basis])
AMORLINC(koszt, purchase_date, first_period_date, odzysk, okres, stopa, [basis])
COUPDAYBS(settlement_date, maturity_date, frequency, [basis])
COUPDAYS(settlement_date, maturity_date, frequency, [basis])
COUPDAYSNC(settlement_date, maturity_date, frequency, [basis])
COUPNCD(settlement_date, maturity_date, frequency, [basis])
COUPNUM(settlement_date, maturity_date, frequency, [basis])
COUPPCD(settlement_date, maturity_date, frequency, [basis])
CUMIPMT(stopa, liczba_rat, wa, początek, koniec, type)
CUMPRINC(stopa, liczba_rat, wa, początek, koniec, type)
DB(koszt, odzysk, czas_życia, okres, [miesiąc])
DDB(koszt, odzysk, czas_życia, okres, [współczynnik])
DISC(settlement_date, maturity_date, pr, redemption, [basis])
DOLLARDE(fractional_dollar, fraction)
DOLLARFR(decimal_dollar, fraction)
DURATION(settlement_date, maturity_date, coupon, yield, frequency, [basis])
EFFECT(nominal_rate, npery)
FV(stopa, liczba_rat, [payment], [wa], [type])
FVSCHEDULE(principal, schedule_range)
INTRATE(settlement_date, maturity_date, investment_amount, redemption_amount, [basis])
IPMT(stopa, okres, liczba_rat, wa, [wp], [type])
IRR(values_range, [guess])
ISPMT(stopa, okres, liczba_rat, wa)
MDURATION(settlement_date, maturity_date, coupon, yield, frequency, [basis])
MIRR(values_range, finance_rate, reinvest_rate)
NOMINAL(effect_rate, npery)
NPER(stopa, payment, wa, [wp], [type])
NPV(stopa, value1, [value2, ...])
ODDFPRICE(settlement_date, maturity_date, issue_date, first_coupon_date, stopa, yield, redemption, frequency, [basis])
ODDFYIELD(settlement_date, maturity_date, issue_date, first_coupon_date, stopa, price, redemption, frequency, [basis])
ODDLPRICE(settlement_date, maturity_date, last_coupon_date, stopa, yield, redemption, frequency, [basis])
ODDLYIELD(settlement_date, maturity_date, last_coupon_date, stopa, price, redemption, frequency, [basis])
PMT(stopa, liczba_rat, [wa], [wp], [type])
PPMT(stopa, okres, liczba_rat, wa, [wp], [type])
PRICE(settlement_date, maturity_date, stopa, yield, redemption, frequency, [basis])
PRICEDISC(settlement_date, maturity_date, discount, redemption, [basis])
PRICEMAT(settlement_date, maturity_date, issue_date, stopa, yield, [basis])
PV(stopa, liczba_rat, [payment], [wp], [type])
RATE(liczba_rat, payment, wa, [wp], [type], [guess])
RECEIVED(settlement_date, maturity_date, investment, discount, [basis])
SLN(koszt, odzysk, czas_życia)
SYD(koszt, odzysk, czas_życia, okres)
TBILLEQ(settlement_date, maturity_date, discount)
TBILLPRICE(settlement_date, maturity_date, discount)
TBILLYIELD(settlement_date, maturity_date, price)
VDB(koszt, odzysk, czas_życia, początek, koniec, [współczynnik], [no_switch])
XIRR(values_range, dates_range, [guess])
XNPV(stopa, values_range, dates_range)
YIELD(settlement_date, maturity_date, stopa, price, redemption, frequency, [basis])
YIELDDISC(settlement_date, maturity_date, price, redemption, [basis])
YIELDMAT(settlement_date, maturity_date, issue_date, stopa, price, [basis])


Funkcji finansowe

ACCRINT(issue_date, first_interest_date, settlement_date, stopa, par, frequency, [basis])

Returns accrued interest for a security that pays periodic interest.

issue_dateThe issue date.
first_interest_dateThe first interest date.
settlement_dateThe settlement date.
stopaThe annual coupon rate.
parThe par value.
frequencyThe number of interest payments per year. Should be 1, 2 or 4.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


ACCRINTM(issue_date, maturity_date, stopa, [par], [basis])

Returns accrued interest for a security that pays interest at maturity.

issue_dateThe issue date.
maturity_dateThe maturity date.
stopaThe annual coupon rate.
parThe par value. If this parameter is omitted it defaults to 1000.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


AMORDEGRC(koszt, purchase_date, first_period_date, odzysk, okres, stopa, [basis])

Returns the depreciation for each accounting period.

kosztThe cost.
purchase_dateThe purchase date.
first_period_dateThe end date of the first period.
odzyskThe salvage value.
okresThe period for which you want to calculate the depreciation.
stopaThe depreciation rate.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


AMORLINC(koszt, purchase_date, first_period_date, odzysk, okres, stopa, [basis])

Returns the depreciation for each accounting period.

kosztThe cost.
purchase_dateThe purchase date.
first_period_dateThe end date of the first period.
odzyskThe salvage value.
okresThe period for which you want to calculate the depreciation.
stopaThe depreciation rate.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


COUPDAYBS(settlement_date, maturity_date, frequency, [basis])

Returns the number of days from the beginning of the coupon period to the settlement date.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
frequencyThe number of coupon payments per year. Should be 1, 2 or 4.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


COUPDAYS(settlement_date, maturity_date, frequency, [basis])

Returns the number of days in the coupon period that contains the settlement date.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
frequencyThe number of coupon payments per year. Should be 1, 2 or 4.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


COUPDAYSNC(settlement_date, maturity_date, frequency, [basis])

Returns the number of days from the settlement date to the next coupon date.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
frequencyThe number of coupon payments per year. Should be 1, 2 or 4.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


COUPNCD(settlement_date, maturity_date, frequency, [basis])

Returns the next coupon date after the settlement date.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
frequencyThe number of coupon payments per year. Should be 1, 2 or 4.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


COUPNUM(settlement_date, maturity_date, frequency, [basis])

Returns the number of coupon periods between the settlement date and the maturity date.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
frequencyThe number of coupon payments per year. Should be 1, 2 or 4.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


COUPPCD(settlement_date, maturity_date, frequency, [basis])

Returns the coupon date before the settlement date.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
frequencyThe number of coupon payments per year. Should be 1, 2 or 4.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


CUMIPMT(stopa, liczba_rat, wa, początek, koniec, type)

Returns the cumulative interest paid on a loan in the specified periods.

stopaThe interest rate.
liczba_ratThe total number of periods.
waThe present value.
początekThe first period number for which to calculate interest.
koniecThe last period number for which to calculate interest.
typeThe timing of the payment. The possible values are:
0Payment is made at the end of each period.
1Payment is made at the start of each period.


CUMPRINC(stopa, liczba_rat, wa, początek, koniec, type)

Returns the cumulative principal paid on a loan in the specified periods.

stopaThe interest rate.
liczba_ratThe total number of periods.
waThe present value.
początekThe first period number for which to calculate interest.
koniecThe last period number for which to calculate interest.
typeThe timing of the payment. The possible values are:
0Payment is made at the end of each period.
1Payment is made at the start of each period.


DB(koszt, odzysk, czas_życia, okres, [miesiąc])

Returns the depreciation in a specified period using the fixed declining balance method.

kosztThe cost.
odzyskThe salvage value.
czas_życiaThe total number of periods.
okresThe period number for which to calculate depreciation.
miesiącThe number of months in the first year. If this parameter is omitted it defaults to 12.


DDB(koszt, odzysk, czas_życia, okres, [współczynnik])

Returns the depreciation in a specified period using the double declining balance method.

kosztThe cost.
odzyskThe salvage value.
czas_życiaThe total number of periods.
okresThe period number for which to calculate depreciation.
współczynnikThe rate at which the balance declines. If this parameter is omitted it defaults to 2.


DISC(settlement_date, maturity_date, pr, redemption, [basis])

Returns the discount rate for a security.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
prThe price per $100 value.
redemptionThe redemption per $100 value.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


DOLLARDE(fractional_dollar, fraction)

Returns the decimal equivalent of a dollar price expressed as a fraction.

fractional_dollarThe value expressed as a fraction.
fractionThe fraction denominator.


DOLLARFR(decimal_dollar, fraction)

Returns the fraction equivalent of a dollar price expressed as a decimal.

decimal_dollarThe value expressed as a decimal.
fractionThe fraction denominator.


DURATION(settlement_date, maturity_date, coupon, yield, frequency, [basis])

Returns the Macauley duration for a value of $100.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
couponThe interest rate.
yieldThe annual yield rate.
frequencyThe number of coupon payments per year. Should be 1, 2 or 4.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


EFFECT(nominal_rate, npery)

Returns the effective annual interest rate.

nominal_rateThe nominal annual interest rate.
nperyThe number of compound interest payments per year.


FV(stopa, liczba_rat, [payment], [wa], [type])

Returns the future value of an investment at a fixed rate.

stopaThe interest rate per period.
liczba_ratThe total number of periods.
paymentThe payment amount each period. If this parameter is omitted it is assumed to be zero.
waThe present value. If this parameter is omitted it is assumed to be zero.
typeThe timing of the payment. The possible values are:
0Payment is made at the end of each period.
1Payment is made at the start of each period.
If this parameter is omitted it defaults to 0.


FVSCHEDULE(principal, schedule_range)

Returns the future value of an investment at a variable rate.

principalThe initial value of the investment.
schedule_rangeThe list (array or reference) of interest rates to be applied.


INTRATE(settlement_date, maturity_date, investment_amount, redemption_amount, [basis])

Returns the interest rate for a fully invested security.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
investment_amountThe initial value.
redemption_amountThe final value.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


IPMT(stopa, okres, liczba_rat, wa, [wp], [type])

Returns the interest payment for a given period.

stopaThe interest rate per period.
okresThe period for which you want the interest amount.
liczba_ratThe total number of periods.
waThe present value.
wpThe future value. If this parameter is omitted it is assumed to be zero.
typeThe timing of the payment. The possible values are:
0Payment is made at the end of each period.
1Payment is made at the start of each period.
If this parameter is omitted it defaults to 0.


IRR(values_range, [guess])

Returns the internal rate of return.

values_rangeThe list (array or reference) of payment and income values.
guessThe estimated rate of return. If this parameter is omitted it defaults to 0.1.


ISPMT(stopa, okres, liczba_rat, wa)

Returns the interest payment for a given period.

stopaThe interest rate per period.
okresThe period for which you want the interest amount.
liczba_ratThe total number of periods.
waThe present value.


MDURATION(settlement_date, maturity_date, coupon, yield, frequency, [basis])

Returns the modified Macauley duration for a value of $100.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
couponThe interest rate.
yieldThe annual yield rate.
frequencyThe number of coupon payments per year. Should be 1, 2 or 4.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


MIRR(values_range, finance_rate, reinvest_rate)

Returns the modified internal rate of return.

values_rangeThe list (array or reference) of payment and income values.
finance_rateThe interest rate on the payment values.
reinvest_rateThe interest rate on the income values.


NOMINAL(effect_rate, npery)

Returns the nominal annual interest rate.

effect_rateThe effective annual interest rate.
nperyThe number of compound interest payments per year.


NPER(stopa, payment, wa, [wp], [type])

Returns the number of periods required for an investment.

stopaThe interest rate per period.
paymentThe payment amount per period.
waThe present value.
wpThe future value. If this parameter is omitted it defaults to 0.
typeThe timing of the payment. The possible values are:
0Payment is made at the end of each period.
1Payment is made at the start of each period.
If this parameter is omitted it defaults to 0.


NPV(stopa, value1, [value2, ...])

Returns the net present value of an investment.

stopaThe discount rate per period.
value1, ...The payment and income amounts.


ODDFPRICE(settlement_date, maturity_date, issue_date, first_coupon_date, stopa, yield, redemption, frequency, [basis])

Returns the price per $100 face value of a security having an odd (short or long) first period.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
issue_dateThe issue date.
first_coupon_dateThe first coupon date.
stopaThe annual coupon rate.
yieldThe annual yield rate.
redemptionThe redemption value per $100.
frequencyThe number of coupon payments per year. Should be 1, 2 or 4.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


ODDFYIELD(settlement_date, maturity_date, issue_date, first_coupon_date, stopa, price, redemption, frequency, [basis])

Returns the yield of a security having an odd (short or long) first period.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
issue_dateThe issue date.
first_coupon_dateThe first coupon date.
stopaThe annual coupon rate.
priceThe price per $100.
redemptionThe redemption value per $100.
frequencyThe number of coupon payments per year. Should be 1, 2 or 4.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


ODDLPRICE(settlement_date, maturity_date, last_coupon_date, stopa, yield, redemption, frequency, [basis])

Returns the price per $100 face value of a security having an odd (short or long) last period.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
last_coupon_dateThe last coupon date.
stopaThe annual coupon rate.
yieldThe annual yield rate.
redemptionThe redemption value per $100.
frequencyThe number of coupon payments per year. Should be 1, 2 or 4.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


ODDLYIELD(settlement_date, maturity_date, last_coupon_date, stopa, price, redemption, frequency, [basis])

Returns the yield of a security having an odd (short or long) last period.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
last_coupon_dateThe last coupon date.
stopaThe annual coupon rate.
priceThe price per $100.
redemptionThe redemption value per $100.
frequencyThe number of coupon payments per year. Should be 1, 2 or 4.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


PMT(stopa, liczba_rat, [wa], [wp], [type])

Returns the payment amount for a loan.

stopaThe interest rate per period.
liczba_ratThe total number of periods.
waThe present value of the loan. If this parameter is omitted it defaults to 0.
wpThe future value of the loan. If this parameter is omitted it defaults to 0.
typeThe timing of the payment. The possible values are:
0Payment is made at the end of each period.
1Payment is made at the start of each period.
If this parameter is omitted it defaults to 0.


PPMT(stopa, okres, liczba_rat, wa, [wp], [type])

Returns the payment on the principal for a specified period.

stopaThe interest rate per period.
okresThe period for which you want the payment amount.
liczba_ratThe total number of periods.
waThe present value of the loan.
wpThe future value of the loan. If this parameter is omitted it defaults to 0.
typeThe timing of the payment. The possible values are:
0Payment is made at the end of each period.
1Payment is made at the start of each period.
If this parameter is omitted it defaults to 0.


PRICE(settlement_date, maturity_date, stopa, yield, redemption, frequency, [basis])

Returns the price per $100 of a security.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
stopaThe annual coupon rate.
yieldThe annual yield rate.
redemptionThe redemption value per $100.
frequencyThe number of coupon payments per year. Should be 1, 2 or 4.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


PRICEDISC(settlement_date, maturity_date, discount, redemption, [basis])

Returns the price per $100 of a discounted security.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
discountThe discount rate.
redemptionThe redemption value per $100.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


PRICEMAT(settlement_date, maturity_date, issue_date, stopa, yield, [basis])

Returns the price per $100 of a security that pays interest at maturity.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
issue_dateThe issue date.
stopaThe interest rate.
yieldThe annual yield rate.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


PV(stopa, liczba_rat, [payment], [wp], [type])

Returns the present value of an investment at a fixed rate.

stopaThe interest rate per period.
liczba_ratThe total number of periods.
paymentThe payment amount each period. If this parameter is omitted it is assumed to be zero.
wpThe future value. If this parameter is omitted it is assumed to be zero.
typeThe timing of the payment. The possible values are:
0Payment is made at the end of each period.
1Payment is made at the start of each period.
If this parameter is omitted it defaults to 0.


RATE(liczba_rat, payment, wa, [wp], [type], [guess])

Returns the interest rate per period of an annuity.

liczba_ratThe total number of periods.
paymentThe payment amount each period.
waThe present value.
wpThe future value. If this parameter is omitted it is assumed to be zero.
typeThe timing of the payment. The possible values are:
0Payment is made at the end of each period.
1Payment is made at the start of each period.
If this parameter is omitted it defaults to 0.
guessThe estimated rate of return. If this parameter is omitted it defaults to 0.1.


RECEIVED(settlement_date, maturity_date, investment, discount, [basis])

Returns the amount received at maturity for a fully invested security.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
investmentThe investment amount.
discountThe discount rate.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


SLN(koszt, odzysk, czas_życia)

Returns the straight line depreciation.

kosztThe cost.
odzyskThe salvage value.
czas_życiaThe total number of periods.


SYD(koszt, odzysk, czas_życia, okres)

Returns the sum of years depreciation.

kosztThe cost.
odzyskThe salvage value.
czas_życiaThe total number of periods.
okresThe period for which you want the depreciation.


TBILLEQ(settlement_date, maturity_date, discount)

Returns the bond-equivalent yield for a treasury bill.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
discountThe discount rate.


TBILLPRICE(settlement_date, maturity_date, discount)

Returns the price per $100 for a treasury bill.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
discountThe discount rate.


TBILLYIELD(settlement_date, maturity_date, price)

Returns the yield for a treasury bill.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
priceThe price per $100.


VDB(koszt, odzysk, czas_życia, początek, koniec, [współczynnik], [no_switch])

Returns the depreciation in a specified range of periods using the variable declining balance method.

kosztThe cost.
odzyskThe salvage value.
czas_życiaThe total number of periods.
początekThe first period number for which to calculate depreciation.
koniecThe last period number for which to calculate depreciation.
współczynnikThe rate at which the balance declines. If this parameter is omitted it defaults to 2.
no_switchSpecifies whether to switch to straight-line depreciation when the straight-line depreciation is greater than the declining balance depreciation. The possible values are:
FAŁSZSwitch to straight-line depreciation.
PRAWDADo not switch to straight-line depreciation.
If this parameter is omitted it defaults to FAŁSZ.


XIRR(values_range, dates_range, [guess])

Returns the internal rate of return.

values_rangeThe list (array or reference) of payment and income values.
dates_rangeThe list (array or reference) of the dates of the payment and income values.
guessThe estimated rate of return. If this parameter is omitted it defaults to 0.1.


XNPV(stopa, values_range, dates_range)

Returns the net present value of an investment.

stopaThe discount rate per period.
values_rangeThe list (array or reference) of payment and income values.
dates_rangeThe list (array or reference) of the dates of the payment and income values.


YIELD(settlement_date, maturity_date, stopa, price, redemption, frequency, [basis])

Returns the yield on a security.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
stopaThe annual coupon rate.
priceThe price per $100.
redemptionThe redemption value per $100.
frequencyThe number of coupon payments per year. Should be 1, 2 or 4.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


YIELDDISC(settlement_date, maturity_date, price, redemption, [basis])

Returns the annual yield for a discounted security.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
priceThe price per $100.
redemptionThe redemption value per $100.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.


YIELDMAT(settlement_date, maturity_date, issue_date, stopa, price, [basis])

Returns the annual yield of a security that pays interest at maturity.

settlement_dateThe settlement date.
maturity_dateThe maturity date.
issue_dateThe issue date.
stopaThe interest rate.
priceThe price per $100.
basisThe method used to represent the number of days in the period versus the number of days in a year. The possible values are:
0US (NASD) 30/360
1Actual/actual
2Actual/360
3Actual/365
4European 30/360
If this parameter is omitted it defaults to 0.