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fmdates  

Financial Market Date Calculations
View on CRAN: Click here


Download and install fmdates package within the R console
Install from CRAN:
install.packages("fmdates")

Install from Github:
library("remotes")
install_github("cran/fmdates")

Install by package version:
library("remotes")
install_version("fmdates", "0.1.4")



Attach the package and use:
library("fmdates")
Maintained by
Imanuel Costigan
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-01-08
Latest Update: 2018-01-04
Description:
Implements common date calculations relevant for specifying the economic nature of financial market contracts that are typically defined by International Swap Dealer Association (ISDA, ) 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.
How to cite:
Imanuel Costigan (2017). fmdates: Financial Market Date Calculations. R package version 0.1.4, https://cran.r-project.org/web/packages/fmdates. Accessed 31 Mar. 2025.
Previous versions and publish date:
0.1.0 (2017-01-08 11:22), 0.1.1 (2017-02-05 08:25), 0.1.2 (2017-02-11 11:04), 0.1.3 (2017-10-09 00:02), 0.1.4 (2018-01-05 00:07)
Other packages that cited fmdates R package
View fmdates citation profile
Other R packages that fmdates depends, imports, suggests or enhances
Complete documentation for fmdates
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