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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 imports: | QuantBondCurves |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.