imanuelcostigan/fmdates: Financial Market Date Calculations
Implements common date calculations relevant for specifying the economic nature of financial market contracts that are typically defined by International Swap Dealer Association (ISDA, <http://www2.isda.org>) legal documentation. This includes methods to check whether dates are business days in certain locales, functions to adjust and shift dates and time length (or day counter) calculations.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | GPL-2 |
| Version | 0.1.4-99 |
| URL | https://github.com/imanuelcostigan/fmdates https://imanuelcostigan.github.io/fmdates/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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