apply.business.days: Apply Business Date logic to provided Dates function

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

Description

Apply Business Date logic to provided Dates function

Usage

apply.business.days(dates, dates.fn = NULL, calendar = NULL, base = T)

Arguments

dates	dates, dates are assumed to contain only business dates
dates.fn	dates function that returns index of selected dates, defaults to NULL
calendar	RQuantLib calendar name to use to determine business days, defaults to NULL

Value

index of business days

Examples

## Not run: 
dates = seq(Sys.Date()-1000, Sys.Date(), 1)
apply.business.days(dates, date.week.ends, 'UnitedStates/NYSE')
apply.business.days(dates, date.week.ends, 'Canada/TSX')

## End(Not run)

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