# Talk:Documentation/Calc Functions/COUPDAYS

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## SF Comments

- (1) Summary. Recommend changing “a” to “the”.
- (2) Returns. Change “current interest” to “coupon”.
- (3) Arguments, general. After implementing my comments on COUPDAYBS, please update this section to match exactly the text in the Arguments section of the COUPDAYBS page.
- (4) Additional details. Might be worth explaining that for Basis <> 1, all years are considered to comprise the same number of days and so this is a simple calculation of the number of days per year divided by the frequency value. For Basis = 1, things are not quite so simple. In this case the function calculates back from the maturity date to find the two coupon dates (one before or at the settlement date, one after the settlement date) and then finds the number of days between them.
- (5) Examples, 1st and 2nd examples. I do not recall using the term “daily balance interest calculation” in the previously reviewed financial functions. Perhaps we should use “day count convention”, which seems to be a commonly used term. Also, for consistency, change “interest period” to “coupon period”.
- (6) Examples, 4th example. Insert “the” before “Settlement”.
- (7) Examples, general. Maybe include some examples which use the DATE function, enter dates as numbers and use the % format for the Rate argument.

--Stevefanning (talk) 2020-11-13T10:54:53 (UTC)