Package: fmdates 0.1.4-99

fmdates: Financial Market Date Calculations

Implements common date calculations relevant for specifying the economic nature of financial market contracts that are typically defined by International Swap Dealer Association (ISDA, <http://www2.isda.org>) 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.

Authors:Imanuel Costigan [aut, cre]

fmdates_0.1.4-99.tar.gz
fmdates_0.1.4-99.zip(r-4.5)fmdates_0.1.4-99.zip(r-4.4)fmdates_0.1.4-99.zip(r-4.3)
fmdates_0.1.4-99.tgz(r-4.4-any)fmdates_0.1.4-99.tgz(r-4.3-any)
fmdates_0.1.4-99.tar.gz(r-4.5-noble)fmdates_0.1.4-99.tar.gz(r-4.4-noble)
fmdates_0.1.4-99.tgz(r-4.4-emscripten)fmdates_0.1.4-99.tgz(r-4.3-emscripten)
fmdates.pdf |fmdates.html✨
fmdates/json (API)
NEWS

# Install fmdates in R:

install.packages('fmdates', repos = c('https://imanuelcostigan.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/imanuelcostigan/fmdates/issues

On CRAN:

derivatives finance

26 exports 10 stars 1.83 score 5 dependencies 2 dependents 552 downloads

Last updated 4 years agofrom:50e2bf6a32

Exports:adjust AUMECalendar AUSYCalendar Calendar CHZHCalendar EmptyCalendar eom EUTACalendar GBLOCalendar generate_schedule HKHKCalendar is_eom is_good is_valid_bdc is_valid_day_basis is.Calendar is.JointCalendar JointCalendar JPTOCalendar locale NOOSCalendar NZAUCalendar NZWECalendar shift USNYCalendar year_frac

Dependencies:assertthat cpp11 generics lubridate timechange

Dates

Imanuel Costigan

Rendered fromdates.Rmdusingknitr::rmarkdownon Jun 06 2024.

Last update: 2018-01-04
Started: 2016-12-31

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Adjust to good dates	adjust
Build a calendar	AUMECalendar AUSYCalendar Calendar CHZHCalendar EmptyCalendar EUTACalendar GBLOCalendar HKHKCalendar JPTOCalendar NOOSCalendar NZAUCalendar NZWECalendar USNYCalendar
The end of month date	eom
fmdates	fmdates-package fmdates
Generate a date schedule	generate_schedule
Calendar class checkers	is is.Calendar is.JointCalendar
Checks whether dates are last day of month	is_eom
Good date checker	is_good
Business day conventions	businessdayconventions is_valid_bdc
Day basis conventions	daybasisconventions is_valid_day_basis
Joint calendars	JointCalendar
Extract locale from calendars	locale
Shifting dates to good dates	shift
Extract time zone from calendars	tz tz.Calendar tz.JointCalendar
The years between two dates for a given day basis convention	year_frac