r-quantdates 2.0.4
Propagated dependencies: r-lubridate@1.9.4
Channel: guix-cran
Home page: https://github.com/quantilma/quantdates
Licenses: GPL 3
Synopsis: Manipulate Dates for Finance
Description:
This package provides 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.
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