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, < http://www2.isda.org>) 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.


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Reference manual

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install.packages("fmdates")

0.1.2 by Imanuel Costigan, 7 months ago


https://github.com/imanuelcostigan/fmdates


Report a bug at https://github.com/imanuelcostigan/fmdates/issues


Browse source code at https://github.com/cran/fmdates


Authors: Imanuel Costigan <i.costigan@me.com>


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