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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
2.0.4 |
rolling linux/jammy R-4.5 | quantdates_2.0.4.tar.gz |
400.2 KiB |
2.0.4 |
rolling linux/noble R-4.5 | quantdates_2.0.4.tar.gz |
400.0 KiB |
2.0.4 |
rolling source/ R- | quantdates_2.0.4.tar.gz |
120.4 KiB |
2.0.4 |
latest linux/jammy R-4.5 | quantdates_2.0.4.tar.gz |
400.2 KiB |
2.0.4 |
latest linux/noble R-4.5 | quantdates_2.0.4.tar.gz |
400.0 KiB |
2.0.4 |
latest source/ R- | quantdates_2.0.4.tar.gz |
120.4 KiB |
2.0.4 |
2026-04-26 source/ R- | quantdates_2.0.4.tar.gz |
120.4 KiB |
2.0.4 |
2026-04-23 source/ R- | quantdates_2.0.4.tar.gz |
120.4 KiB |
2.0.4 |
2026-04-09 windows/windows R-4.5 | quantdates_2.0.4.zip |
404.7 KiB |
2.0.4 |
2025-04-20 source/ R- | quantdates_2.0.4.tar.gz |
120.4 KiB |