| bizdays {bizdays} | R Documentation |
Computes business days between two dates.
Description
Returns the amount of business days between 2 dates taking into account the
provided Calendar (or bizdays.options$get("default.calendar")).
Usage
bizdays(from, to, cal)
Arguments
from |
the initial dates |
to |
the final dates |
cal |
the calendar's name |
Value
integer objects representing the amount of business days.
Date types accepted
The arguments from and to accept Date objects and any
object that returns a valid Date object when passed through
as.Date, which include all POSIX* classes and character
objects with ISO formatted dates.
Recycle rule
These arguments handle the recycle rule so vectors of dates can be provided and once those vectors differs in length the recycle rule is applied.
Date adjustment
from and to are adjusted when nonworking dates are
provided. Since bizdays function returns the amount of business days
between 2 dates, it must start and end in business days.
The default behavior, that is defined in Calendar's instantiation with
adjust.from and adjust.to, reproduces the Excel's NETWORKDAYS.
A common and useful setting is adjust.to=adjust.next which moves
expiring maturities to the next business day, once it is not.
Examples
bizdays("2013-01-02", "2013-01-31", "Brazil/ANBIMA")
# Once you have a default calendar set, cal does not need to be provided
bizdays.options$set(default.calendar = "Brazil/ANBIMA")
bizdays("2013-01-02", "2013-01-31")
dates <- bizseq("2013-01-01", "2013-01-10")
bizdays(dates, "2014-01-31")