Packages/functions for finance day count conventions
I'm looking for any R packages that have functions for SIA day count conventions (e.g. actual/actual, 30/360, actual/360 etc). It looks like RQuantMod handles some of these details internally in C code but they are not exposed at the R level. Any suggestions would be appreciated. Thanks, ez **************************************************************** * Eric Zivot * * Professor and Gary Waterman Distinguished Scholar * * Department of Economics * * Adjunct Professor of Finance * * Adjunct Professor of Statistics * Box 353330 email: ezivot at u.washington.edu * * University of Washington phone: 206-543-6715 * * Seattle, WA 98195-3330 * * * www: http://faculty.washington.edu/ezivot *