holiDaysLDN

London(England) holidays dates. The holidays were created using the package timeDate.
Dates range between 1900-04-13 and 2100-12-28.
<dl>
 <dt>holiDaysLDN</dt>
<dd>Vector of dates of London holidays</dd>
</dl>

datasets

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 

holiDaysLDN function

Format

Author

London(England) holidays dates. The holidays were created using the package timeDate.
Dates range between 1900-04-13 and 2100-12-28.
<dl>
 <dt>holiDaysLDN</dt>
<dd>Vector of dates of London holidays</dd>


</dl>

London holidays dates. — holiDaysLDN

London holidays dates.

holiDaysLDN: London holidays dates.

Description

Usage

Arguments

Format

Author