fmdates: Financial Market Date Calculations

Implements common date calculations relevant for specifying the economic nature of financial market contracts that are typically defined by International Swap Dealer Association (ISDA, <>) legal documentation. This includes methods to check whether dates are business days in certain locales, functions to adjust and shift dates and time length (or day counter) calculations.

Version: 0.1.4
Imports: assertthat, lubridate (≥ 1.7.0), methods, utils
Suggests: covr, knitr, rmarkdown, testthat
Published: 2018-01-04
DOI: 10.32614/CRAN.package.fmdates
Author: Imanuel Costigan [aut, cre]
Maintainer: Imanuel Costigan <i.costigan at>
License: GPL-2
NeedsCompilation: no
Materials: README NEWS
In views: Finance
CRAN checks: fmdates results


Reference manual: fmdates.pdf
Vignettes: Dates


Package source: fmdates_0.1.4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): fmdates_0.1.4.tgz, r-oldrel (arm64): fmdates_0.1.4.tgz, r-release (x86_64): fmdates_0.1.4.tgz, r-oldrel (x86_64): fmdates_0.1.4.tgz
Old sources: fmdates archive

Reverse dependencies:

Reverse imports: fmbasics


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