quantdates: 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.

Version: 1.0
Depends: R (≥ 2.10)
Imports: lubridate (≥ 1.7.4)
Suggests: knitr, rmarkdown
Published: 2020-06-09
Author: Julian Chitiva [aut, cre], Diego Jara [aut], Erick Translateur [com], Quantil S.A.S [aut, cph]
Maintainer: Julian Chitiva <julian.chitiva at quantil.com.co>
BugReports: https://github.com/quantilma/quantdates/issues
License: GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: quantdates results


Reference manual: quantdates.pdf
Vignettes: quantdates


Package source: quantdates_1.0.tar.gz
Windows binaries: r-devel: quantdates_1.0.zip, r-release: quantdates_1.0.zip, r-oldrel: quantdates_1.0.zip
macOS binaries: r-release (arm64): quantdates_1.0.tgz, r-oldrel (arm64): quantdates_1.0.tgz, r-release (x86_64): quantdates_1.0.tgz, r-oldrel (x86_64): quantdates_1.0.tgz

Reverse dependencies:

Reverse imports: QuantBondCurves


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