search for: isbizday

Hi One of the most important calculation in applied finance is the number of days between dates. That kind of calculus become annoying when a specific calendar must be used. That is the case for the business days calculus. The package timeDate has a function isBizday to perform that kind of thing. The problem is that using this function to calculate the number of business days between dates has taken a very long time. An example of such an implementation is the function below. Has anyone an optimized function to to this counts? Clearly I have in mind to per...