quantilma/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.
Getting started
Browse package contents
Package details |
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| 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 GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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