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quantdates: Manipulate Dates for Finance
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.
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Package details |
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| Author | Julian Chitiva [aut], Diego Jara [aut], Erick Translateur [com], Juan Pablo Bermudez [aut, cre], Quantil S.A.S [aut, cph] |
| Maintainer | Juan Pablo Bermudez <juan.bermudez@quantil.com.co> |
| License | GPL-3 |
| Version | 2.0.4 |
| URL | https://github.com/quantilma/quantdates |
| Package repository | View on CRAN |
| Installation |
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