Package: quantdates
Type: Package
Title: Manipulate Dates for Finance
Version: 1.0
Authors@R: c(person("Julian", "Chitiva",email="julian.chitiva@quantil.com.co", role =c("aut","cre")),person("Diego", "Jara", role = "aut"), person("Erick", "Translateur", role = c("com")),person("Quantil S.A.S", role = c("aut","cph")))
Maintainer: Julian Chitiva <julian.chitiva@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: 7.1.0
Depends: R (>= 2.10)
Imports: lubridate (>= 1.7.4)
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2020-06-05 23:05:34 UTC; julianchitiva
Author: Julian Chitiva [aut, cre],
  Diego Jara [aut],
  Erick Translateur [com],
  Quantil S.A.S [aut, cph]
Repository: CRAN
Date/Publication: 2020-06-09 14:30:02 UTC
Built: R 4.1.0; ; 2021-05-26 08:41:47 UTC; unix
