bizdays: Business Days Calculations and Utilities

Business days calculations based on a list of holidays and nonworking weekdays. Quite useful for fixed income and derivatives pricing.

Author
Wilson Freitas <wilson.freitas@gmail.com>
Date of publication
2016-09-13 14:45:39
Maintainer
Wilson Freitas <wilson.freitas@gmail.com>
License
MIT + file LICENSE
Version
1.0.1
URLs

View on CRAN

Man pages

adjust.date
Adjusts the given dates to the next/previous business day
bizdays
Computes business days between two dates.
bizdayse
Business days and current days equivalence
bizdays.options
bizdays' options
bizdays-package
Business Days Calculations and Utilities
bizseq
Create a sequence of business days
calendar-register
Calendars register
create.calendar
Creates calendars
holidaysANBIMA
ANBIMA's holidays list
is.bizday
Checks if the given dates are business days.
offset
Offsets the given 'dates' by 'n' business days
other-calendars
Calendars from other packages

Files in this package

bizdays
bizdays/inst
bizdays/inst/tests
bizdays/inst/tests/test-bizdays.R
bizdays/inst/tests/ANBIMA.cal
bizdays/inst/tests/test-register.R
bizdays/inst/tests/test-calendar.R
bizdays/inst/doc
bizdays/inst/doc/Creating_Calendars.Rmd
bizdays/inst/doc/Creating_Calendars.html
bizdays/inst/doc/Setting_default_calendar_in_Rprofile.R
bizdays/inst/doc/Setting_default_calendar_in_Rprofile.Rmd
bizdays/inst/doc/Setting_default_calendar_in_Rprofile.html
bizdays/inst/doc/Creating_Calendars.R
bizdays/NAMESPACE
bizdays/NEWS
bizdays/data
bizdays/data/holidaysANBIMA.rda
bizdays/R
bizdays/R/offset.R
bizdays/R/R-bizdays-package.r
bizdays/R/is.bizday.R
bizdays/R/adjust.date.R
bizdays/R/bizdays.R
bizdays/R/create-calendars.R
bizdays/R/bizdays.options.R
bizdays/R/datasets.R
bizdays/R/calendar.R
bizdays/R/bizseq.R
bizdays/vignettes
bizdays/vignettes/Creating_Calendars.Rmd
bizdays/vignettes/Setting_default_calendar_in_Rprofile.Rmd
bizdays/README.md
bizdays/MD5
bizdays/build
bizdays/build/vignette.rds
bizdays/DESCRIPTION
bizdays/man
bizdays/man/other-calendars.Rd
bizdays/man/bizdays.options.Rd
bizdays/man/bizdayse.Rd
bizdays/man/adjust.date.Rd
bizdays/man/holidaysANBIMA.Rd
bizdays/man/bizdays.Rd
bizdays/man/bizseq.Rd
bizdays/man/bizdays-package.Rd
bizdays/man/offset.Rd
bizdays/man/calendar-register.Rd
bizdays/man/create.calendar.Rd
bizdays/man/is.bizday.Rd
bizdays/LICENSE