CRAN/E | quantdates

quantdates

Manipulate Dates for Finance

Installation

About

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) regulations.

Bug report File report

Key Metrics

Version 1.0
R ≥ 2.10
Published 2020-06-09 1586 days ago
Needs compilation? no
License GPL-3
CRAN checks quantdates results

Downloads

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Last 7 days 24 -43%
Last 30 days 169 -32%
Last 90 days 660 -1%
Last 365 days 2.353 +30%

Maintainer

Maintainer

Julian Chitiva

Authors

Julian Chitiva

aut / cre

Diego Jara

aut

Erick Translateur

com

Quantil S.A.S

aut / cph

Material

README
Reference manual
Package source

Vignettes

quantdates

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

R ≥ 2.10

Imports

lubridate ≥ 1.7.4

Suggests

knitr
rmarkdown