business.days: Extract Business Days

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

Description

Extract Business Days

Usage

business.days(from = Sys.Date(), to = as.Date(from) + 31, holidays = NULL,
  dates = NULL, calendar = NULL, return.index = F)

Arguments

from	start date (ignored if dates are provided)
to	start date (ignored / optional if dates are provided)
holidays	list of holidays, defaults to NULL
dates	dates, defaults to NULL
calendar	RQuantLib calendar name to use to determine business days, defaults to NULL
return.index	flag to return index of valid dates instead of dates, defaults to FALSE

Value

business days

Examples

## Not run: 
library(RQuantLib)
from = as.Date('10Jun2013','%d%b%Y')
to = as.Date('10Jan2014','%d%b%Y')
holidays = getHolidayList('UnitedStates/NYSE', from, to)
holidays = getHolidayList('Canada/TSX', from, to)
business.days(from, to, holidays = holidays)

business.days(dates = dates, calendar = 'UnitedStates/NYSE')

## End(Not run)

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