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:Julian Chitiva [aut], Diego Jara [aut], Erick Translateur [com], Juan Pablo Bermudez [aut, cre], Quantil S.A.S [aut, cph]

quantdates_2.0.4.tar.gz
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quantdates.pdf |quantdates.html
quantdates/json (API)
NEWS

# Install 'quantdates' in R:
install.packages('quantdates', repos = c('https://quantilma.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

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.

On CRAN:

datesfinancequantitative-finance

4.78 score 2 stars 1 packages 3 scripts 196 downloads 9 exports 4 dependencies

Last updated 5 months agofrom:58c0e880d3. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 12 2024
R-4.5-winOKNov 12 2024
R-4.5-linuxOKNov 12 2024
R-4.4-winOKNov 12 2024
R-4.4-macOKNov 12 2024
R-4.3-winOKNov 12 2024
R-4.3-macOKNov 12 2024

Exports:AddBusinessDaysAddDateBusinessDaysday_countdifftime_businessdifftime_leap_yearLastDayOfMonthNumExcel2DateRNumR2DateR

Dependencies:cpp11genericslubridatetimechange

quantdates

Rendered fromquantdates.Rmdusingknitr::rmarkdownon Nov 12 2024.

Last update: 2020-05-30
Started: 2020-05-29