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.


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Reference manual

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install.packages("quantdates")

1.0 by Julian Chitiva, 4 months ago


Report a bug at https://github.com/quantilma/quantdates/issues


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


Authors: Julian Chitiva [aut, cre] , Diego Jara [aut] , Erick Translateur [com] , Quantil S.A.S [aut, cph]


Documentation:   PDF Manual  


GPL-3 license


Imports lubridate

Suggests knitr, rmarkdown


See at CRAN