fmdates {fmdates}R Documentation

fmdates

Description

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.

Details

The key classes and methods introduced by this package are documented in Calendar, JointCalendar, is_good(), adjust(), shift() and year_frac().


[Package fmdates version 0.1.4 Index]