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:	2.0.4
Depends:	R (≥ 2.10)
Imports:	lubridate (≥ 1.7.4)
Suggests:	knitr, rmarkdown
Published:	2024-07-04
DOI:	10.32614/CRAN.package.quantdates
Author:	Julian Chitiva [aut], Diego Jara [aut], Erick Translateur [com], Juan Pablo Bermudez [aut, cre], Quantil S.A.S [aut, cph]
Maintainer:	Juan Pablo Bermudez <juan.bermudez at quantil.com.co>
BugReports:	https://github.com/quantilma/quantdates/issues
License:	GPL-3
URL:	https://github.com/quantilma/quantdates
NeedsCompilation:	no
Materials:	README NEWS
CRAN checks:	quantdates results

Documentation:

Reference manual:	quantdates.pdf
Vignettes:	quantdates

Downloads:

Package source:	quantdates_2.0.4.tar.gz
Windows binaries:	r-devel: quantdates_2.0.4.zip, r-release: quantdates_2.0.4.zip, r-oldrel: quantdates_2.0.4.zip
macOS binaries:	r-release (arm64): quantdates_2.0.4.tgz, r-oldrel (arm64): quantdates_2.0.4.tgz, r-release (x86_64): quantdates_2.0.4.tgz, r-oldrel (x86_64): quantdates_2.0.4.tgz
Old sources:	quantdates archive

Reverse dependencies:

Reverse imports:

QuantBondCurves

Linking:

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