adjust_cpp {RcppQuantuccia} | R Documentation |
Compute adjusted dates
Description
Adjust a vector of dates following a business-day convention
Usage
adjust_cpp(dates, bdc = 0L)
adjust(dates, bdc = c("Following", "ModifiedFollowing", "Preceding",
"ModifiedPreceding", "Unadjusted", "HalfMonthModifiedFollowing", "Nearest"))
Arguments
dates |
A Date vector with dates |
bdc |
A character variable describing one of several supported values, the C++ version implements expects a corresponding integer value |
Details
This function takes a vector of dates and returns another vector of dates of the same length returning at each position the adjusted date according to the selected business-day convention. Currently supported values for the business day convention are (starting from zero): ‘Following’, ‘ModifiedFollowing’, ‘Preceding’, ‘ModifiedPreceding’, ‘Unadjusted’, ‘HalfModifiedFollowing’ and ‘Nearest’.
Value
A Date vector with dates adjust according to business-day convention
Examples
adjust(Sys.Date()+0:6)
[Package RcppQuantuccia version 0.1.2 Index]