difftime_business

Final date, it must be a business day.

tfinal

Initial date, it must be a business day.

tinitial

Vector of dates with business days. The default are the business
days of Bogota.

Functions to manipulate dates and count days for quantitative finance analysis. The 'quantdates' package considers leap, holidays and business days for relevant calendars in a financial context to simplify quantitative finance calculations, consistent with International Swaps and Derivatives Association (ISDA) (2006) <https://www.isda.org/book/2006-isda-definitions/> regulations.

Julian Chitiva

quantdates

Manipulate Dates for Finance

Diego Jara

Erick Translateur

Quantil S.A.S 

difftime_business function

<dl><dt>tfinal</dt>
<dd>Final date, it must be a business day.</dd>
<dt>tinitial</dt>
<dd>Initial date, it must be a business day.</dd>
<dt>wd</dt>
<dd>Vector of dates with business days. The default are the business
days of Bogota.</dd></dl>

Arguments

Diego Jara
Function to count the number of business days between two dates.

Author

difftime_business — difftime_business

<dl>

<dt>tfinal</dt>
<dd>Final date, it must be a business day.</dd>


<dt>tinitial</dt>
<dd>Initial date, it must be a business day.</dd>


<dt>wd</dt>
<dd>Vector of dates with business days. The default are the business
days of Bogota.</dd>

</dl>

difftime_business: difftime_business

Description

Usage

Value

Arguments

Author

Examples