mondate (version 1.0)

Keep Track of Dates in Terms of Months

Description

Keep track of dates in terms of fractional calendar months per Damien Laker "Time Calculations for Annualizing Returns: the Need for Standardization", The Journal of Performance Measurement, 2008. Model dates as of close of business. Perform date arithmetic in units of "months" and "years". Allow "infinite" dates to model "ultimate" time.

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Install

install.packages('mondate')

Monthly Downloads

3,299

Version

1.0

License

MPL-2.0 | file LICENSE

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Last Published

February 6th, 2024

Functions in mondate (1.0)