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) regulations.
To install the latest development builds directly from GitHub, run this instead:
if (!require("devtools")) install.packages("devtools") devtools::install_github("quantilma/quantdates")
# AddDate allows Date input as character object AddDate(date = '2019-10-04',addDays=14,addMonths=2,addYears=3) # Add business days for Bogota (CO) AddBusinessDays(date = Sys.Date(),numDate = 15,loc = 'BOG') # Return last day of the month for the date LastDayOfMonth(date = '2020-02-03') # Returns business days within given range for the location and Dates as character BusinessDays(loc='BOG', from='2020-10-10', to='2020-11-10') # Transform numeric dates from Excel NumExcel2DateR(as.numeric(Sys.Date())) # Transform numeric dates from R NumR2DateR(as.numeric(Sys.Date())) # Number of days between two dates considering leap days. difftime_leap_year(tfinal='2023-03-05',tinitial='2019-02-28',leapDatesIn=TRUE) # Number of days between two dates skipping leap days. difftime_leap_year(tfinal='2023-03-05',tinitial='2019-02-28',leapDatesIn=FALSE) # Number of business days between two dates in Bogota (CO). difftime_business(tfinal='2023-03-08',tinitial='2019-02-28',wd=wdBOG) # Financial day count between two dates according to ACT/365 convention day_count(tfinal='2023-03-08',tinitial='2019-02-28',convention='ACT/365')
Currently we are developing the guidelines for contributions.
The quantdates package as a whole is licensed under the GPLv3.
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.