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Business day conventions

Phil Joubert 
Hi all

I'm looking for a date package which can handle business day conventions, e.g. Mod Following, etc. (http://en.wikipedia.org/wiki/Date_rolling)

Basically I want to be able to generate a sequence of dates from StartDate to EndDate with a given frequency and following a given business day convention. A stub convention would also be useful :)

Can anyone point me in the right direction?

thanks
Phil

Thread (4 messages)

Phil Joubert Business day conventions Jun 10 Dirk Eddelbuettel Business day conventions Jun 10 Spencer Graves Business day conventions Jun 14 Dirk Eddelbuettel Business day conventions Jun 15