fmdates (0.1.4)

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Financial Market Date Calculations.

Implements common date calculations relevant for specifying the economic nature of financial market contracts that are typically defined by International Swap Dealer Association (ISDA, ) legal documentation. This includes methods to check whether dates are business days in certain locales, functions to adjust and shift dates and time length (or day counter) calculations.

Maintainer: Imanuel Costigan
Author(s): Imanuel Costigan [aut, cre]

License: GPL-2

Uses: assertthat, lubridate, testthat, knitr, rmarkdown, covr

Released over 2 years ago.

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