fmdates: Financial Market Date Calculations

Implements common date calculations relevant for specifying the economic nature of financial market contracts that are typically defined by International Swap Dealer Association (ISDA, <http://www2.isda.org>) legal documentation. This includes methods to check whether dates are business days in certain locales, functions to adjust and shift dates and time length (or day counter) calculations.

Package details

AuthorImanuel Costigan [aut, cre]
MaintainerImanuel Costigan <i.costigan@me.com>
LicenseGPL-2
Version0.1.4
URL https://github.com/imanuelcostigan/fmdates https://imanuelcostigan.github.io/fmdates/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fmdates")

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fmdates documentation built on May 1, 2019, 10:10 p.m.