yfrc-methods: Generic function to calculate year fractions
In wbreymann/FEMS: R Package for Financial Enterprise Modelling and Simulation

yearFraction

R Documentation

Generic function to calculate year fractions

Description

This function takes two date arrays and an optional input for the daycount convention and calculates year fractions accordingly.

Usage

yearFraction(start_dates, end_dates, ...)

Arguments

`start_dates`	Array of dates from which to calculate year fractions in format "yyyy-mm-dd".
`end_dates`	Array of dates until which to calculate year fractions in format "yyyy-mm-dd".
`...`	Currently unused

Value

numeric Array of year fraction calculated from date vectors

Examples

yearFraction("2020-01-01","2020-01-31","30E/360")
yearFraction(c("2020-01-01","2020-01-31"),"2020-01-31")
yearFraction("2020-01-01",c("2020-01-01","2020-01-31"))
yearFraction(c("2020-01-01","2020-01-31"),c("2020-01-31","2020-02-28"))

wbreymann/FEMS documentation built on Dec. 8, 2022, 9:43 a.m.