CRAN/E | fmdates

fmdates

Financial Market Date Calculations

Installation

About

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.

github.com/imanuelcostigan/fmdates
imanuelcostigan.github.io/fmdates/
Bug report File report

Key Metrics

Version 0.1.4
Published 2018-01-04 1977 days ago
Needs compilation? no
License GPL-2
CRAN checks fmdates results

Downloads

Last 24 hours 0 -100%
Last 7 days 93 -10%
Last 30 days 473 -6%
Last 90 days 1.470 +5%
Last 365 days 5.940 -20%

Maintainer

Maintainer

Imanuel Costigan

i.costigan@me.com

Authors

Imanuel Costigan

aut / cre

Material

README
NEWS
Reference manual
Package source

In Views

Finance

Vignettes

Dates

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

fmdates archive

Imports

assertthat
lubridate ≥ 1.7.0
methods
utils

Suggests

covr
knitr
rmarkdown
testthat

Reverse Imports

fmbasics