COUPDAYSNC Function (Calligra Sheets)

• Introduced: Original introduction release not established. Presence in the checked release is not an introduction date.
• Available in source: Calligra Sheets 26.08.2, checked against first-party pinned source retrieved on October 18, 2026.
• Retired versus deprecated: Neither retirement nor deprecation is established; the function remains registered in this release.
• Verification: Selected formulas were executed in the Calligra Sheets 25.04.2 GUI on October 18, 2026. The native-results section lists those observations separately from independent calendar calculations and source analysis. 26.08.2 was source-checked only.
• Entry style: English names and semicolon separators. DATE constructors avoid locale-ambiguous date strings. Brackets in displayed syntax mark optional arguments and are not typed.

The inspected financial.xml has no dedicated COUPDAYSNC description. Its availability and argument count are established by the runtime registration, not by an invented handbook section.

=COUPDAYSNC(settlement; maturity; frequency[; basis])

The source accepts nonzero integer divisors of 12, more than the ordinary 1/2/4 conventions. This guide does not promote extra frequencies as financially validated. Supply whole positive inputs deliberately; the source does not safely establish every negative or fractional case.

Use a fresh worksheet. Enter A1 “Settlement”, A2 “Maturity”, A3 “Frequency” and A4 “Basis”. Put =DATE(2025;3;15) in B1, =DATE(2026;12;31) in B2, 2 in B3 and 1 in B4. Keep formula outputs below the input block.

The regular semiannual schedule anchored to this end-of-month maturity has December 31 and June 30 coupon dates. Around settlement, the relevant dates are December 31, 2024 and June 30, 2025. Calendar subtraction gives 74 elapsed days and 107 remaining days, a total of 181 actual days in that period.

1. In B6 enter =COUPDAYSNC(B1;B2;B3;B4).
2. Keep B6 as a plain number and expect 107 for basis 1.
3. Independently subtract the dates or count the interval: 16 remaining days in March after March 15, plus April’s 30, May’s 31 and June’s 30, totaling 107.
4. Change B4 to 0. The expected conventional count becomes 105. Restore basis 1 to continue with actual-day examples.

The last row is deliberately surprising: on a coupon date, the helper chooses the following coupon for “next”. June 30 therefore looks forward to December 31 rather than returning zero.

Basis values in this Calligra implementation

The coupon-family code accepts 0 through 5: 0 is its MSRB 30/360 method, 1 actual/actual, 2 actual/360, 3 actual/365, 4 European 30/360 and 5 European 30E+/360. Basis 5 is source-supported but is not listed in the older COUPNUM handbook text; cross-program portability is unverified. Prefer a documented contract’s basis and test it explicitly.

For day differences, selectors 1, 2 and 3 all count actual elapsed days; a denominator matters only when another calculation divides that count. The 30/360 variants use different end-of-month adjustments. These coupon helpers are not the simpler ACCRINT/ACCRINTM helpers elsewhere in the same file. See basis definitions and day-count code.

Suppose a cash-planning sheet needs the interval from settlement until the next scheduled coupon. For March 15, 2025 and the main semiannual schedule, the actual horizon is 107 days. Moving settlement to June 29, 2025 leaves 1 actual day. Moving it one day later to June 30 rolls the horizon forward to 184 days.

This rollover can be useful in a rolling schedule, but it must be intentional. If a report must include a payment occurring on the reporting date, do not assume that “next coupon” includes today. Keep a separate test for whether settlement itself matches a coupon date and define the report’s inclusion rule explicitly. COUPDAYSNC alone cannot decide payment entitlement.

For the main basis-1 period, elapsed 74 plus remaining 107 equals 181 actual days. Do not use this addition as a universal identity with COUPDAYS: basis 2 and basis 3 retain actual numerator counts while their period denominator uses 360/frequency or 365/frequency. For the same semiannual dates those denominators are 180 and 182.5, respectively.

The output 105 under basis 0 is a conventional financial count. Adding 105 calendar days to March 15 does not reconstruct the June 30 coupon date. Use a coupon-date function or the independently established schedule for the date, and use COUPDAYSNC for the chosen convention’s count. Mixing these roles can create a two-day scheduling error in this example.

Similarly, the function knows nothing about weekends and public holidays. The next contractual payment date may be adjusted by an external calendar even when the generated coupon anchor is June 30. Record that adjustment separately rather than silently replacing the meaning of the day count.

• The source explicitly returns #VALUE! when settlement is on or after maturity, basis is outside 0–5, frequency is zero or frequency does not divide 12. These are source-predicted errors; their native cell display is not claimed here.
• Use positive frequencies. Some negative divisors pass the explicit validation, and the coupon-date iteration is not safe to assume terminating for those inputs. Do not use negative-frequency trial formulas in a production workbook.
• Validate date inputs before calling the function. Invalid text dates, blanks, imported errors and fractional-selector coercion are outside the verified examples.
• The schedule is inferred backward from maturity at fixed month intervals. There is no issue date, first-coupon date, holiday calendar, business-day adjustment or irregular-stub argument. A computed date or count is not proof of the actual instrument’s payment schedule.
• End-of-month handling matters: when maturity is the last day of its month and end-of-month mode is enabled, generated coupon dates are moved to the last day of their respective months. Leap years and unequal month lengths therefore deserve explicit tests.
• Formula-name compatibility is not import/export verification. No workbook round trip or comparison with another spreadsheet engine has been performed.

• DATE constructs unambiguous date inputs.
• YEARFRAC is a separate year-fraction calculation, not a substitute for the coupon schedule.
• DAYS can support a date-difference cross-check when its argument order is observed.

The registered alternate name COM.SUN.STAR.SHEET.ADDIN.ANALYSIS.GETCOUPDAYSNC invokes COUPDAYSNC. It is the same function under another name; it does not select a different day-count method.

• Exact released implementation
• Shared schedule and validation helpers

These formulas were recalculated in Calligra Sheets 25.04.2 using a prepared ODS workbook, then saved by the application. The table records the native-saved results. Date-returning cells use ISO date formatting. Other examples in this guide remain independently calculated expectations or source analysis unless listed here.

Screenshot: Native Calligra Sheets 25.04.2. Selected cell B2 evaluates =COUPDAYSNC(DATE(2025;3;15);DATE(2026;12;31);2;0) and shows 105.0000000000. Column B contains application results; column C shows the corresponding formula text.

These selected observations establish 25.04.2 behavior for the listed formulas. They do not establish execution in 26.08.2, another locale or another spreadsheet product, nor do they validate an actual instrument’s contractual schedule.