Dates Manipulation | Add Date | Add Business Days | Last Day of Month | Business Days | Num to Date | Counting Dates | Difftime | Difftime in Business Days | Day Count
Package: quantdates 2.0.4
Juan Pablo Bermudez
quantdates: Manipulate Dates for Finance
Functions to manipulate dates and count days for quantitative finance analysis. The 'quantdates' package considers leap, holidays and business days for relevant calendars in a financial context to simplify quantitative finance calculations, consistent with International Swaps and Derivatives Association (ISDA) (2006) <https://www.isda.org/book/2006-isda-definitions/> regulations.
Authors:
quantdates_2.0.4.tar.gz
quantdates_2.0.4.zip(r-4.7-any)quantdates_2.0.4.zip(r-4.6-any)quantdates_2.0.4.zip(r-4.5-any)
quantdates_2.0.4.tgz(r-4.6-any)quantdates_2.0.4.tgz(r-4.5-any)
quantdates_2.0.4.tar.gz(r-4.7-any)quantdates_2.0.4.tar.gz(r-4.6-any)
quantdates_2.0.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
quantdates/json (API)
| # Install 'quantdates' in R: |
| install.packages('quantdates', repos = c('https://quantilma.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/quantilma/quantdates/issues
Datasets:
- holiDaysBOG - Bogota holidays dates.
- holiDaysLDN - London holidays dates.
- holiDaysNY - New York Stock Exchange holidays dates.
- holiDaysNYGB - New York Government Bonds holidays dates.
- wdBOG - Bogota business dates.
- wdLDN - London business dates.
- wdNY - New York Stock Exchange business dates.
- wdNYGB - New York Government Bonds business dates.
datesfinancequantitative-finance
Last updated from:58c0e880d3. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 124 | ||
| source / vignettes | OK | 168 | ||
| linux-release-x86_64 | OK | 125 | ||
| macos-release-arm64 | OK | 165 | ||
| macos-oldrel-arm64 | OK | 178 | ||
| windows-devel | OK | 69 | ||
| windows-release | OK | 69 | ||
| windows-oldrel | OK | 66 | ||
| wasm-release | OK | 103 |
Exports:AddBusinessDaysAddDateBusinessDaysday_countdifftime_businessdifftime_leap_yearLastDayOfMonthNumExcel2DateRNumR2DateR
Dependencies:cpp11genericslubridatetimechange
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| AddBusinessDays | AddBusinessDays |
| AddDate | AddDate |
| BusinessDays | BusinessDays |
| day_count | day_count |
| difftime_business | difftime_business |
| difftime_leap_year | difftime_leap_year |
| Bogota holidays dates. | holiDaysBOG |
| London holidays dates. | holiDaysLDN |
| New York Stock Exchange holidays dates. | holiDaysNY |
| New York Government Bonds holidays dates. | holiDaysNYGB |
| LastDayOfMonth | LastDayOfMonth |
| NumExcel2DateR | NumExcel2DateR |
| NumR2DateR | NumR2DateR |
| Bogota business dates. | wdBOG |
| London business dates. | wdLDN |
| New York Stock Exchange business dates. | wdNY |
| New York Government Bonds business dates. | wdNYGB |