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bizdays (version 0.1.5)

Functions to handle business days calculations

Description

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.

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Install

install.packages('bizdays')

Monthly Downloads

7,002

Version

0.1.5

License

MIT + file LICENSE

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Maintainer

Wilson Freitas

Last Published

June 16th, 2014

Functions in bizdays (0.1.5)

bizdays.options

bizdays' options
Calendar

Creates the calendar based on a list of holidays.
bizdayse

Business days and current days equivalence
is.bizday

Checks if the given date is a business day.
holidaysANBIMA

ANBIMA's holidays list
adjust.next

Adjusts the date to the next business day
bizdays

Tools for business days calculations
bizseq

Create a sequence of business days.
bizyears

Computes the period between two dates in years taking into account business days
add.bizdays

Adds n business days to the given dates.