R Bindings to the Calendaring Functionality of 'QuantLib'
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Documentation for package ‘qlcal’ version 0.0.12
- DESCRIPTION file.
- Code demos. Use demo() to run them.
- Package NEWS.
Help Pages
| qlcal-package | R Bindings to the Calendaring Functionality of 'QuantLib' |
| adjust | Compute adjusted dates |
| adjust_cpp | Compute adjusted dates |
| advanceDate | Advance a date |
| advanceUnits | Compute adjusted dates |
| advanceUnits_cpp | Compute adjusted dates |
| businessDaysBetween | Compute number of business dates between calendar dates |
| calendars | The 'calendars' vector contains all calendar identifiers. |
| getBusinessDays | Compute holidays or business days |
| getEndOfMonth | Compute end-of-month |
| getHolidays | Compute holidays or business days |
| getId | Get calendar name, or id |
| getName | Get calendar name, or id |
| isBusinessDay | Test for business days |
| isEndOfMonth | Test for end-of-month |
| isHoliday | Test for holidays |
| isWeekend | Test for weekends |
| qlcal | R Bindings to the Calendaring Functionality of 'QuantLib' |
| setCalendar | Set a calendar |