Business Days Calculations and Utilities

Business days calculations based on a list of holidays and nonworking weekdays. Quite useful for fixed income and derivatives pricing.

R-bizdays

bizdays computes business days between dates based on collections of nonworking days and nonworking weekdays (usually weekends). It also helps with other issues related to business days calculations like check whether a date is a business day, offset a date by a number of business days, adjust dates for the next or previous business day, create generators of business days sequences, and much more. All functions are vectorizable so that speed up the calculations for large collections of dates.

Installing

It is available on CRAN to be installed through:

install.packages('bizdays')

or using devtools

devtools::install_github('R-bizdays', username='wilsonfreitas')

Calendars

bizdays comes with these calendars already loaded:

library(bizdays)
#> 
#> Attaching package: 'bizdays'
#> The following object is masked from 'package:stats':
#> 
#>     offset
calendars()
#> Calendars: 
#> actual, Brazil/ANBIMA, Brazil/B3, weekends

You can simply call bizdays declaring one of these.

following("2022-01-01", "Brazil/B3")
#> [1] "2022-01-03"
bizdays("2022-04-01", "2022-04-29", "Brazil/ANBIMA")
#> [1] 18