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Packages/functions for finance day count conventions

On 13 January 2010 at 14:48, Eric Zivot wrote:
| 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, 

There is no RQuantMod we know of but yes, Khanh just yesterday committed a
few more date functions to the SVN for RQuantLib so maybe this may be of
help.  [1] 

These date conventions do exist in QuantLib --- and AFAIK are already used
for some curve-building code --- so maybe we just need to sit down and
expose them.

Hth, Dirk

[1] https://r-forge.r-project.org/plugins/scmsvn/viewcvs.php?root=rquantlib&view=rev&rev=135