Use the COUPDAYS function to return the number of coupon days in the coupon period that contains the settlement date.
Syntax
COUPDAYS(settlement, maturity, frequency[, basis])
The COUPDAYS function has the following arguments:
Argument  Data type  Description 
settlement (required)  Date  The date the bond is traded to the buyer — the settlement date. 
maturity (required)  Date  The bond maturity date — that is, the date when the bond expires. 
frequency (required)  Number 
The number of coupon payments per year. Enter:

basis (optional)  Number 
The basis determines how many days exist in a year. A full year has:
US 30/360 is the default basis for COUPDAYS. It can also be specified by entering 0. To use a different type of day count basis, enter:
Learn about the conventions used to calculate the day count for basis. 
Returns 
Number 
Constraints
The COUPDAYS function has the following constraints:
 the settlement and maturity dates must be valid dates between 01/01/1900 and 12/31/2399;
 the maturity date must be later than the settlement date;
 the frequency must be either 1 (annual), 2 (semiannual), or 4 (quarterly); and
 the basis, when specified, must be either 0 (US (NASD) 30/360), 1 (Actual/Actual), 2 (Actual/360), 3 (Actual/365), or 4 (EUR 30/360).
Examples
The following tables show some example formulas using the COUPDAYS function.
You can reference line items or list properties in your formula.
Formula  Description  Result 
COUPDAYS(DATE(2015, 1, 15), DATE(2018, 1, 15), 1, 1) 
This example shows how the number of days in the coupon period that contains the settlement date can be calculated when a basis is specified. The basis is given as (Actual/Actual). The example uses:

365 
COUPDAYS(DATE(2015, 1, 15), DATE(2018, 1, 15), 4) 
In this example, the number of days in the coupon period that contains the settlement date is calculated without specifying a basis. As a result, the basis defaults to US 30/360. Here:

90 