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.

Install the latest version of this package by entering the following in R:
install.packages("bizdays")
AuthorWilson Freitas <wilson.freitas@gmail.com>
Date of publication2017-04-11 11:56:45 UTC
MaintainerWilson Freitas <wilson.freitas@gmail.com>
LicenseMIT + file LICENSE
Version1.0.2
https://github.com/wilsonfreitas/R-bizdays

View on CRAN

Files

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

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

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.