NumR2DateR

Takes a date represented by a number in R format (origin="1970-01-01") and returns a date.

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.

Juan Pablo Bermudez

quantdates

Manipulate Dates for Finance

Julian Chitiva

Diego Jara

Erick Translateur

Quantil S.A.S 

NumR2DateR function

<dl><dt>date</dt>
<dd>numeric vector.</dd></dl>

Arguments

Author

NumR2DateR — NumR2DateR

<dl>

<dt>date</dt>
<dd>numeric vector.</dd>

</dl>

NumR2DateR: NumR2DateR

Description

Usage

Value

Arguments

Author

See Also

Examples