Message-ID: <579506.84668.qm@web111513.mail.gq1.yahoo.com>
Date: 2009-06-10T11:49:48Z
From: Phil Joubert
Subject: Business day conventions
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