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 <[email protected]>
MaintainerWilson Freitas <[email protected]>
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 June 26, 2018, 5:03 p.m.