Package: quantdates
Type: Package
Title: Manipulate Dates for Finance
Version: 2.0.4
Authors@R: c(person("Julian", "Chitiva",email="julian.chitiva@quantil.com.co", role =c('aut')),person("Diego", "Jara", role = "aut"), person("Erick", "Translateur", role = c("com")),person("Juan Pablo", "Bermudez", email = "juan.bermudez@quantil.com.co",role =c("aut","cre")),person("Quantil S.A.S", role = c("aut","cph")))
Maintainer: Juan Pablo Bermudez <juan.bermudez@quantil.com.co>
Description: Functions to manipulate dates and count days for quantitative finance analysis. The 'quantdates' package considers leap, holidays and business days for relevant calendars in a financial context to simplify quantitative finance calculations, consistent with International Swaps and Derivatives Association (ISDA) (2006) <https://www.isda.org/book/2006-isda-definitions/> regulations.
Encoding: UTF-8
LazyData: true
License: GPL-3
BugReports: https://github.com/quantilma/quantdates/issues
RoxygenNote: 7.3.1
Depends: R (>= 2.10)
Imports: lubridate (>= 1.7.4)
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
URL: https://github.com/quantilma/quantdates
NeedsCompilation: no
Packaged: 2024-07-03 22:01:52 UTC; jpber
Author: Julian Chitiva [aut],
  Diego Jara [aut],
  Erick Translateur [com],
  Juan Pablo Bermudez [aut, cre],
  Quantil S.A.S [aut, cph]
Repository: CRAN
Date/Publication: 2024-07-04 07:20:02 UTC
Built: R 4.6.0; ; 2026-04-26 01:37:57 UTC; unix
