Financial Market Date Calculations
The years between two dates using the actual/360 day basis convention.
The years between two dates using the actual/365 (fixed) day basis con...
The years between two dates using the Actual/Actual ISDA day basis con...
Adjust to good dates
Build a calendar
Easter Monday day of year
The end of month date
March and September equinox
fmdates
Generate a date schedule
Calendar class checkers
Checks whether dates are last day of month
Good date checker
Business day conventions
Day basis conventions
Joint calendars
Determine Gregorian date from Julian day
Extract locale from calendars
Shifting dates to good dates
The years between two dates using the 30/360 day basis convention.
The years between two dates using the 30/360 (EU) day basis convention...
The years between two dates using the 30E/360 ISDA day basis conventio...
The years between two dates using the 30E+/360 day basis convention.
The years between two dates using the 30/360 (US) day basis convention...
Extract time zone from calendars
The years between two dates for a given day basis convention
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.
Useful links