business.days.location.end: Business Date Since / Till function

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

Description

Business Date Since / Till function

Usage

business.days.location.end(dates, dates.fn = date.month.ends,
  calendar = NULL)

Arguments

dates	dates
dates.fn	dates function that returns index of selected dates, defaults to date.month.ends
calendar	RQuantLib calendar name to use to determine business days, defaults to NULL

Value

list with days.since and days.till arrays

Examples

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

## End(Not run)

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