Business days calculations based on a list of holidays and nonworking weekdays. Quite useful for fixed income and derivatives pricing.
|Author||Wilson Freitas <firstname.lastname@example.org>|
|Date of publication||2016-09-13 14:45:39|
|Maintainer||Wilson Freitas <email@example.com>|
|License||MIT + file LICENSE|
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