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.

Package details

AuthorWilson Freitas <wilson.freitas@gmail.com>
MaintainerWilson Freitas <wilson.freitas@gmail.com>
LicenseMIT + file LICENSE
Version1.0.6
URL https://github.com/wilsonfreitas/R-bizdays
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("bizdays")

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bizdays documentation built on May 2, 2019, 8:52 a.m.