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.
- Version2.0.4
- R version≥ 2.10
- LicenseGPL-3
- Needs compilation?No
- Last release07/04/2024
Documentation
Team
Juan Pablo Bermudez
Quantil S.A.S
Show author detailsRolesAuthor, Copyright holderJulian Chitiva
Show author detailsRolesAuthorDiego Jara
Show author detailsRolesAuthorErick Translateur
Show author detailsRolesCompiler
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- Imports1 package
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