Introduction to bizdays"

In bizdays: Business Days Calculations and Utilities

Introduction

bizdays was developed to count business days between two dates. This is a big issue in brazilian financial market because many financial instruments consider the amount of business days in their accounting rules. So, a typical use of the package is:

library(bizdays)
bizdays("2022-02-01", "2022-02-28", "Brazil/ANBIMA")

The bizdays function returns the amount of business days between these dates according to the calendar Brazil/ANBIMA.

The calendar Brazil/ANBIMA is already loaded and all loaded calendars can be seen with calendars()

calendars()

That lists calendars registered in the calendar register. Once you have a calendar registered you can simply use its name in the functions.

bizdays("2022-02-01", "2022-02-28", "actual")

You can look specificaly at one calendar by doing

calendars()[["Brazil/B3"]]

Load calendars from other packages

Calendars can be loaded from packages RQuantlib and timeDate (Rmetrics).

load_rmetrics_calendars(2000:2030)
calendars()

Once you have calendars loaded they can be directly used by its name.

bizdays("2022-02-01", "2022-02-28", "Rmetrics/NYSE")

So, unless you really need a new calendar, you don't have to create them.

Usage

Count bizdays

bizdays("2022-02-01", "2022-02-28", "Brazil/ANBIMA")

getbizdays("2022-01", "Brazil/ANBIMA")

Check bizdays

is.bizday(c("2022-02-01", "2022-02-05"), "Brazil/ANBIMA")

Fix dates

following(c("2022-02-01", "2022-02-05"), "Brazil/ANBIMA")
preceding(c("2022-02-01", "2022-02-05"), "Brazil/ANBIMA")

Sequence of business days

bizseq("2022-02-01", "2022-02-05", "Brazil/ANBIMA")

Add business days to a date

add.bizdays("2022-02-01", 0:5, "Brazil/ANBIMA")

getdate

getdate("first bizday", "2022-01", "Brazil/ANBIMA")

getdate("180th day", "2022", "Brazil/ANBIMA")

bizdays documentation built on Jan. 22, 2023, 1:08 a.m.