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Tamar Makalatia's avatar
Tamar Makalatia
Copper Contributor
Sep 12, 2018

PRICE function using ACT/360 and ACT/365 conventions

I'm trying to replicate the excel PRICE formula and in case of ACT/360 and ACT/365 conventions I need to convert DSC factor (from the formula in help) to 360 or 365 instead of actual number of days. While DSC definition given in office support is: number of days from settlement to next coupon date. Just using the actual days doesn't give me the result excel PRICE function gives me. 

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