fmdates: fmdates
In imanuelcostigan/fmdates: Financial Market Date Calculations
Description
Implements common date calculations relevant for specifying the economic
nature of financial market contracts that are typically defined by
International Swap Dealer Association (ISDA) legal documentation.
Details
The key classes and methods introduced by this package are documented in
Calendar, JointCalendar, is_good(), adjust(), shift() and
year_frac().
imanuelcostigan/fmdates documentation built on March 24, 2020, 8:54 p.m.
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Description
Implements common date calculations relevant for specifying the economic nature of financial market contracts that are typically defined by International Swap Dealer Association (ISDA) legal documentation.
Details
The key classes and methods introduced by this package are documented in
Calendar, JointCalendar, is_good(), adjust(), shift() and
year_frac().
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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