Functions to manipulate dates and count days for quantitative finance analysis. The 'quantdates' package considers leap, holidays and business days for relevant calendars in a financial context to simplify quantitative finance calculations, consistent with International Swaps and Derivatives Association (ISDA) (2006) <https://www.isda.org/book/2006-isda-definitions/> regulations.
|Author||Julian Chitiva [aut, cre], Diego Jara [aut], Erick Translateur [com], Quantil S.A.S [aut, cph]|
|Maintainer||Julian Chitiva <firstname.lastname@example.org>|
|Package repository||View on CRAN|
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