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) <> regulations.


Reference manual

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1.0 by Julian Chitiva, a year ago

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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