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quantdates: Manipulate Dates for Finance

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.

Version: 2.0.4
Depends: R (≥ 2.10)
Imports: lubridate (≥ 1.7.4)
Suggests: knitr, rmarkdown
Published: 2024-07-04
DOI: 10.32614/CRAN.package.quantdates
Author: Julian Chitiva [aut], Diego Jara [aut], Erick Translateur [com], Juan Pablo Bermudez [aut, cre], Quantil S.A.S [aut, cph]
Maintainer: Juan Pablo Bermudez <juan.bermudez at quantil.com.co>
BugReports: https://github.com/quantilma/quantdates/issues
License: GPL-3
URL: https://github.com/quantilma/quantdates
NeedsCompilation: no
Materials: README NEWS
CRAN checks: quantdates results

Documentation:

Reference manual: quantdates.pdf
Vignettes: quantdates

Downloads:

Package source: quantdates_2.0.4.tar.gz
Windows binaries: r-devel: quantdates_2.0.4.zip, r-release: quantdates_2.0.4.zip, r-oldrel: quantdates_2.0.4.zip
macOS binaries: r-release (arm64): quantdates_2.0.4.tgz, r-oldrel (arm64): quantdates_2.0.4.tgz, r-release (x86_64): quantdates_2.0.4.tgz, r-oldrel (x86_64): quantdates_2.0.4.tgz
Old sources: quantdates archive

Reverse dependencies:

Reverse imports: QuantBondCurves

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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