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.

Documentation

Manual: fmdates.pdf
Vignette: Dates

Maintainer: Imanuel Costigan <i.costigan at me.com>

Author(s): Imanuel Costigan <i.costigan at me.com>

Install package and any missing dependencies by running this line in your R console:

install.packages("fmdates")

Depends
Imports lubridate(>=1.6.0), assertthat, methods, utils
Suggests testthat, knitr, rmarkdown, covr
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Package fmdates
Materials
URL https://github.com/imanuelcostigan/fmdates
Task Views Finance
Version 0.1.2
Published 2017-02-11
License GPL-2
BugReports https://github.com/imanuelcostigan/fmdates/issues
SystemRequirements
NeedsCompilation no
Citation
CRAN checks fmdates check results
Package source fmdates_0.1.2.tar.gz