quantdates2.0.4 package

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.

  • Maintainer: Juan Pablo Bermudez
  • License: GPL-3
  • Last published: 2024-07-04