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mondate: Keep Track of Dates in Terms of Months
Keep track of dates in terms of fractional calendar months per Damien Laker "Time Calculations for Annualizing Returns: the Need for Standardization", The Journal of Performance Measurement, 2008. Model dates as of close of business. Perform date arithmetic in units of "months" and "years". Allow "infinite" dates to model "ultimate" time.
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Package details |
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| Author | Dan Murphy |
| Maintainer | Dan Murphy <chiefmurphy@gmail.com> |
| License | MPL-2.0 | file LICENSE |
| Version | 1.0 |
| URL | https://www.R-project.org https://github.com/chiefmurph/mondate |
| Package repository | View on CRAN |
| Installation |
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