getHolidays: Compute holidays or business days

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

Compute holidays or business days

Description

Compute the number of holidays (or business days) between two dates

Usage

getHolidays(from, to, includeWeekends = FALSE)

getBusinessDays(from, to)

Arguments

from	A Date object with the start date
to	A Date object with the end date
includeWeekends	A boolean indicating if weekends should be included, default is ‘FALSE’

Details

This function takes a start and end date and returns a vector of holidays (or business days) between them according to the active calendar.

Value

A Date vector with holidays or business days between the given dates

Examples

getHolidays(Sys.Date(), Sys.Date() + 30)

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