Displaying 1 result from an estimated 1 matches for "buziindates".
2009 Sep 11
0
Rmetrics timeDate - business days between dates
...w.
Has anyone an optimized function to to this counts?
Clearly I have in mind to perform at least the basic analytics for a bond:
Duration, internal rate of return , net present value, etc... That is not
time feasible with a portfolio of bond using the function below.
tks
library(timeDate)
BuziInDates <- function(start, end, holidays){
#calculates the number of business days
#between the dates start and end.
if(class(start) != "Date" | class(end) != "Date"){
stop("Arguments must be of class Date.")
}
if(class(holidays) != "function"){
stop("h...