quantdates

Manipulate Dates for Finance

CRAN Package

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.

  • Version2.0.4
  • R version≥ 2.10
  • LicenseGPL-3
  • Needs compilation?No
  • Last release07/04/2024

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