cfdates: Create Date Squence
In RTransProb: Analyze and Forecast Credit Migrations

Description Usage Arguments Value Author(s) Examples

This function takes two dates and returns a sequence of dates using the interval.

1	cfdates(sdates,edates,snapshots)

`sdates`	start date in Matlab datenum format.
`edates`	end date in Matlab datenum format.
`snapshots`	Integer indicating the number of credit-rating snapshots per year to be considered for the estimation. Valid values are 1, 4, 12, 54, and 356. For example, 1 = one snapshot per year

a list containing a date sequence.

Abdoulaye (Ab) N'Diaye

# Convert a date string to Matlab datenum format.
sdates <-  POSIXTomatlab(as.POSIXlt(as.Date("2000-01-01")))
edates <-  POSIXTomatlab(as.POSIXlt(as.Date("2002-01-01")))

cfdates(sdates, edates, 1)