BusinessDays {quantdates}

BusinessDays

Description

Calculate business days for a given location. Currently, data availability goes from 1990 to 2100.

Usage

BusinessDays(loc = "BOG", from = NULL, to = NULL)

Arguments

loc

String that determines the location for business days. See details.

from

If provided returns available business dates after this date (inclusive).

to

If provided returns available business dates until this date (inclusive).

Details

loc refers to the location for business days:

• NYGB for New York Government Bonds Market.

• NY for New York Stock Exchange Market.

• LDN for London.

• NYLDN for the intersection of business days in New York Stock Exchange and London.

• NYGBLDN for the intersection of business days in New York Government Bond and London.

• BOG for Bogota.

• BOGNYGB for the intersection of business days in Bogota and New York Government Bond.

• BOGNY for the intersection of business days in Bogota and New York Stock Exchange.

Value

Vector of business days. Data availability from 1990 up to 2100.

Author(s)

Diego Jara, Julian Chitiva and Juan Pablo Bermudez

Examples

# Returns all business days available for the location
BusinessDays(loc='BOG')

# Returns business days within given range for the location and Dates as
# character
BusinessDays(loc='BOG', from='2020-10-10', to='2020-11-10')

# Returns business days within given range for the location and Dates as
# Dates
BusinessDays(loc='BOG', from=as.Date('2020-10-10'), to='2020-11-10')

# Returns all available business days for the location after given
# 'from' date as character
BusinessDays(loc='BOG', from='2020-10-10')