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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.

Versions across snapshots

VersionRepositoryFileSize
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

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