adjustments: Common adjustments

In DavisVaughan/almanac3: Tools for Adjusting and Generating Dates Using a Grammar of Schedules

Description

This family of adj_*() functions encode business logic for common adjustments made in the financial world.

• adj_following()

  Choose the first non-event date after x. This is equivalent to using an adjustment of +days(1).

• adj_preceding()

  Choose the first non-event date before x. This is equivalent to using an adjustment of -days(1).

• adj_modified_following()

  Choose the first non-event date after x, unless it falls in a different month, in which case the first non-event date before x is chosen instead.

• adj_modified_preceding()

  Choose the first non-event date before x, unless it falls in a different month, in which case the first non-event date after x is chosen instead.

• adj_nearest()

  Choose the nearest non-event date to x. If the closest preceding and following non-event dates are equally far away, the following non-event date is chosen.

Usage

adj_following(x, schedule)

adj_preceding(x, schedule)

adj_modified_following(x, schedule)

adj_modified_preceding(x, schedule)

adj_nearest(x, schedule)

Arguments

x	[Date] A vector of dates.
schedule	[schedule / event] A schedule or event.

Details

For examples, see sch_adjust().

DavisVaughan/almanac3 documentation built on Oct. 30, 2019, 5:59 a.m.