bizdays is a small set of functions to help with calculations which make use of business days. It works based on a list of holidays which is passed as an argument. Its interface is simple and flexible operating on vector of dates. bizdays can be fairly used for fixed income calculations. Many countries make intense use of business days to price financial instruments, like bonds and derivatives.
Version: | 0.1.5 |
Depends: | R (≥ 2.15) |
Published: | 2014-06-16 |
Author: | Wilson Freitas |
Maintainer: | Wilson Freitas <wilson.freitas at gmail.com> |
License: | MIT + file LICENSE |
URL: | https://github.com/wilsonfreitas/R-bizdays |
NeedsCompilation: | no |
Materials: | README NEWS |
In views: | Finance |
CRAN checks: | bizdays results |
Reference manual: | bizdays.pdf |
Package source: | bizdays_0.1.5.tar.gz |
Windows binaries: | r-devel: bizdays_0.1.5.zip, r-release: bizdays_0.1.5.zip, r-oldrel: bizdays_0.1.5.zip |
OS X Snow Leopard binaries: | r-release: bizdays_0.1.5.tgz, r-oldrel: bizdays_0.1.5.tgz |
OS X Mavericks binaries: | r-release: bizdays_0.1.5.tgz |
Old sources: | bizdays archive |