Package: quantdates 2.0.4

Juan Pablo Bermudez

quantdates:Manipulate Dates for Finance

Functions to manipulate dates and count days for quantitative finance analysis. The 'quantdates' package considers leap, holidays and business days for relevant calendars in a financial context to simplify quantitative finance calculations, consistent with International Swaps and Derivatives Association (ISDA) (2006) <https://www.isda.org/book/2006-isda-definitions/> regulations.

Authors:Julian Chitiva [aut], Diego Jara [aut], Erick Translateur [com], Juan Pablo Bermudez [aut, cre], Quantil S.A.S [aut, cph]

quantdates_2.0.4.tar.gz
quantdates_2.0.4.tar.gz(r-4.5-noble)quantdates_2.0.4.tar.gz(r-4.4-noble)
quantdates_2.0.4.tgz(r-4.4-emscripten)quantdates_2.0.4.tgz(r-4.3-emscripten)
quantdates.pdf |quantdates.html✨
quantdates/json (API)
NEWS

# Installquantdates in R:
install.packages('quantdates',repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/quantilma/quantdates/issues

Datasets:
  • holiDaysBOG - Bogota holidays dates.
  • holiDaysLDN - London holidays dates.
  • holiDaysNY - New York Stock Exchange holidays dates.
  • holiDaysNYGB - New York Government Bonds holidays dates.
  • wdBOG - Bogota business dates.
  • wdLDN - London business dates.
  • wdNY - New York Stock Exchange business dates.
  • wdNYGB - New York Government Bonds business dates.

9 exports 0.49 score 4 dependencies 1 dependents 195 downloads

Last updated 1 days agofrom:726206da76

Exports:AddBusinessDaysAddDateBusinessDaysday_countdifftime_businessdifftime_leap_yearLastDayOfMonthNumExcel2DateRNumR2DateR

Dependencies:cpp11genericslubridatetimechange

quantdates

Julian Chitiva

Rendered fromquantdates.Rmdusingknitr::rmarkdownon Jul 05 2024.

Last update: 2024-06-30
Started: 2020-06-09