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.

AuthorWilson Freitas <wilson.freitas@gmail.com>
Date of publication2016-09-13 14:45:39
MaintainerWilson Freitas <wilson.freitas@gmail.com>
LicenseMIT + file LICENSE
Version1.0.1
https://github.com/wilsonfreitas/R-bizdays

View on CRAN

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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