Financial Market Date Calculations

Implements common date calculations relevant for specifying the economic nature of financial market contracts that are typically defined by International Swap Dealer Association (ISDA, <>) legal documentation. This includes methods to check whether dates are business days in certain locales, functions to adjust and shift dates and time length (or day counter) calculations.


Reference manual

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0.1.3 by Imanuel Costigan, a month ago

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Authors: Imanuel Costigan <>

Documentation:   PDF Manual  

Task views: Empirical Finance

GPL-2 license

Imports lubridate, assertthat, methods, utils

Suggests testthat, knitr, rmarkdown, covr

Imported by fmbasics.

See at CRAN