R Bindings to the Calendaring Functionality of 'QuantLib'


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Documentation for package ‘qlcal’ version 0.1.0

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qlcal-package R Bindings to the Calendaring Functionality of 'QuantLib'
adjust Compute adjusted dates
adjust_cpp Compute adjusted dates
advanceDate Advance a date
advanceUnits Compute adjusted dates
advanceUnits_cpp Compute adjusted dates
businessDaysBetween Compute number of business dates between calendar dates
calendars The 'calendars' vector contains all calendar identifiers.
getBusinessDays Compute holidays or business days
getCalendar Get new calendar objectb
getEndOfMonth Compute end-of-month
getHolidays Compute holidays or business days
getId Get calendar name, or id
getName Get calendar name, or id
isBusinessDay Test for business days
isEndOfMonth Test for end-of-month
isHoliday Test for holidays
isWeekend Test for weekends
qlcal R Bindings to the Calendaring Functionality of 'QuantLib'
setCalendar Set a calendar