BusinessDateFunctions: Business Date Functions

In systematicinvestor/SIT.date: Wrappers for Common Date Operations

Description

Business Date Functions

Usage

business.days.till.end(from, holidays = NULL, fn.ends = date.month.ends)

business.days.since.end(from, holidays = NULL, fn.ends = date.month.ends)

next.business.day(from, holidays = NULL, offset = 0)

last.business.day(from, holidays = NULL, offset = 0)

Arguments

from	start date
holidays	list of holidays, defaults to NULL
fn.ends	function that return periods ends, defaults to date.month.ends

Value

number of business days

Examples

## Not run: 
from = as.Date('27Dec2013','%d%b%Y')
holidays = getHolidayList('UnitedStates/NYSE', from-40, from+10)
business.days.till.end(from, holidays)
business.days.since.end(from, holidays)

## End(Not run)

systematicinvestor/SIT.date documentation built on March 5, 2020, 10:22 a.m.