custom.date.bus: Custom Date function with Business Date logic

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

Description

Custom Date function with Business Date logic

Usage

custom.date.bus(expr, dates, calendar = NULL)

Arguments

expr	expression that describes the dates to be extracted
dates	dates
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)
custom.date.bus('last day in Apr', dates, 'UnitedStates/NYSE')
custom.date.bus('last day in Apr', dates, 'Canada/TSX')

## End(Not run)

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