>I have two dates, a start date eg 06/06/1999 and maturity date e.g. 06/03/2000 . The scenario is I have to make valuations on dates falling back from the maturity date at intervals of three months ie. For example, on 06/03/2000, 03/03/2000, 12/03/1999, 09/03/1999. The problem is how to programmatically calculate these dates, specially if the maturity date is the 31st, and 3 months previously, the month was only 30 or 28 days long. If anyone has done anything this before could you let me know, I’d appreciate it.

A starting point would be a specification for the maturity date & how it is calculated in your specific instance for non-existant dates, like 31st February - would it be 28th Feb/3rd March/1st March/29th Feb in leap year ?

Check if the date exists, if it does no problem, if not move to the appropriate date according to the specification.

Also does a none existent date affect subsequent maturity dates, e.g if maturity date was 31st Feb & you chose 28th Feb as the appropriate date, would the next date be 28th or 30th May ?

Paul