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, <>) 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.

Version: 0.1.2
Imports: lubridate (≥ 1.6.0), assertthat, methods, utils
Suggests: testthat, knitr, rmarkdown, covr
Published: 2017-02-11
Author: Imanuel Costigan
Maintainer: Imanuel Costigan <i.costigan at>
License: GPL-2
NeedsCompilation: no
Materials: README NEWS
In views: Finance
CRAN checks: fmdates results


Reference manual: fmdates.pdf
Vignettes: Dates
Package source: fmdates_0.1.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: fmdates_0.1.2.tgz, r-oldrel: fmdates_0.1.2.tgz
Old sources: fmdates archive

Reverse dependencies:

Reverse imports: fmbasics


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