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quantdates  

Manipulate Dates for Finance
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("quantdates", "2.0.4")



Attach the package and use:
library("quantdates")
Maintained by
Juan Pablo Bermudez
[Scholar Profile | Author Map]
First Published: 2020-06-09
Latest Update: 2020-06-09
Description:
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) regulations.
How to cite:
Juan Pablo Bermudez (2020). quantdates: Manipulate Dates for Finance. R package version 2.0.4, https://cran.r-project.org/web/packages/quantdates. Accessed 29 Mar. 2025.
Previous versions and publish date:
1.0 (2020-06-09 16:30), 2.0.2 (2024-06-29 09:30)
Other packages that cited quantdates R package
View quantdates citation profile
Other R packages that quantdates depends, imports, suggests or enhances
Complete documentation for quantdates
Functions, R codes and Examples using the quantdates R package
Some associated functions: AddBusinessDays . AddDate . BusinessDays . LastDayOfMonth . NumExcel2DateR . NumR2DateR . day_count . difftime_business . difftime_leap_year . holiDaysBOG . holiDaysLDN . holiDaysNY . wdBOG . wdLDN . wdNY . 
Some associated R codes: CountingDates.R . DateManipulation.R . data.R . onAttach.R . onLoad.R .  Full quantdates package functions and examples
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