businessDaysBetween: Compute number of business dates between calendar dates

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

Compute number of business dates between calendar dates

Description

Compute the number of business days between dates

Usage

businessDaysBetween(from, to, includeFirst = TRUE, includeLast = FALSE)

Arguments

from	A Date vector with interval start dates
to	A Date vector with interval end dates
includeFirst	A boolean indicating if the start date is included, default is ‘TRUE’
includeLast	A boolean indicating if the end date is included, default is ‘FALSE’

Details

This function takes two vectors of start and end dates and returns another vector of the number of business days between each corresponding date pair according to the active calendar.

Value

A numeric vector with the number of business dates between the corresponding date pair

Examples

businessDaysBetween(Sys.Date() + 0:6, Sys.Date() + 3 + 0:6)

RcppQuantuccia documentation built on Oct. 20, 2022, 1:07 a.m.