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

AuthorDan Murphy
MaintainerDan Murphy <>
LicenseMPL-2.0 | file LICENSE
Package repositoryView on CRAN
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mondate documentation built on Jan. 29, 2021, 5:06 p.m.