adjust: Compute adjusted dates

In RcppQuantuccia: R Bindings to the Calendaring Functionality of 'QuantLib'

Compute adjusted dates

Description

Adjust a vector of dates following a business-day convention

Usage

adjust_cpp(dates, bdc = 0L)

adjust(dates, bdc = c("Following", "ModifiedFollowing", "Preceding",
  "ModifiedPreceding", "Unadjusted", "HalfMonthModifiedFollowing", "Nearest"))

Arguments

dates	A Date vector with dates
bdc	A character variable describing one of several supported values, the C++ version implements expects a corresponding integer value

Details

This function takes a vector of dates and returns another vector of dates of the same length returning at each position the adjusted date according to the selected business-day convention. Currently supported values for the business day convention are (starting from zero): ‘Following’, ‘ModifiedFollowing’, ‘Preceding’, ‘ModifiedPreceding’, ‘Unadjusted’, ‘HalfModifiedFollowing’ and ‘Nearest’.

Value

A Date vector with dates adjust according to business-day convention

Examples

adjust(Sys.Date()+0:6)

RcppQuantuccia documentation built on May 29, 2024, 7:21 a.m.