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
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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')) |
Bug tracker:https://github.com/quantilma/quantdates/issues
- 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 8 months agofrom:58c0e880d3. Checks:8 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Feb 10 2025 |
| R-4.5-win | OK | Feb 10 2025 |
| R-4.5-mac | OK | Feb 10 2025 |
| R-4.5-linux | OK | Feb 10 2025 |
| R-4.4-win | OK | Feb 10 2025 |
| R-4.4-mac | OK | Feb 10 2025 |
| R-4.3-win | OK | Feb 10 2025 |
| R-4.3-mac | OK | Feb 10 2025 |
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 |