date.ends: Date Ends function

Description Usage Arguments Value Examples

View source: R/date.utils.r

Description

Date Ends function

Usage

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date.ends(dates, periodicity, by = 1, skip = 0, last.date = T,
  calendar = NULL)

Arguments

dates

dates

periodicity

periodicity

by

take every *by* item, defaults to 1

skip

skip periods, defaults to 0

last.date

flag to include last date, defaults to TRUE

calendar

RQuantLib calendar name to use to determine business days, defaults to NULL

Value

index of date ends

Examples

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## Not run: 
dates = seq(Sys.Date()-1000, Sys.Date(), 1)
date.ends(dates, 'year', calendar = 'UnitedStates/NYSE')
date.ends(dates, 'year', calendar = 'Canada/TSX')
date.ends(dates, 'bi-weekly')

## End(Not run)

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