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108 Annexe — Informations de référence
Y1 = année de la première date
M2 = mois de la deuxième date
DT2 = jour de la deuxième date
Y2 = année de la deuxième date
MB = mois de base (Janvier)
DB = jour de base (1)
YB = année de base (première année après une année bissextile)
méthode de calcul des jours 30/360
1
Remarque : cette méthode prend en compte une base de 30 jours par
mois et de 360 jours par an.
où :
M1 = mois de la première date
DT1 = jour de la première date
Y1 = année de la première date
M2 = mois de la deuxième date
DT2 = jour de la deuxième date
Y2 = année de la deuxième date
Remarque : si la valeur de
DT1 est égale à 31, ramenez-la à 30. Si la
valeur de
DT2 est égale à 31 et que celle de DT1 est égale à 30 ou 31,
ramenez la valeur de DT2 à 30 ; sinon, conservez la valeur 31.
Messages d'erreur
Remarque : pour effacer un message d'erreur, appuyez sur P.
1.Source pour la formule de méthode de calcul des jours 30/360 : Lynch, John J., Jr. et
Jan H.Mayle. Standard Securities Calculation Methods. New York : Securities Industry
Association, 1986
Erreur Causes possibles
Error 1
Overflow
Un résultat se trouve en dehors de la plage de la
calculatrice ( 9,9999999999999E99).
Vous avez tenté de diviser par zéro (peut se
produire en interne).
Vous avez tenté de calculer 1/x alors que x est égal
à zéro.
Feuille de calcul Statistics : un calcul comporte des
valeurs X ou Y qui sont toutes identiques.
DBD Y2 Y1 –360 M2 M1 ++ 30 DT2 DT1 +=
116


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