Software:68720: Difference between revisions
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Latest revision as of 18:55, 12 March 2024
CRANmondateMaRDI QIDQ68720FDOQ68720
Keep Track of Dates in Terms of Months
Last update: 6 February 2024
Copyright license: File License, Mozilla Public License, version 2.0
Software version identifier: 0.10.02, 0.9.08.15, 0.9.08.19.02, 0.9.08.23, 0.9.4, 0.9.5.1, 0.9.5, 0.9.6, 0.9.8.24, 0.9.9.01, 0.9.9.03, 0.9.10.01, 0.9.10.02, 0.9.10.03, 0.9.10.04, 0.9, 0.10.01.02, 1.0
Keep track of dates in terms of fractional calendar months per Damien Laker "Time Calculations for Annualizing Returns: the Need for Standardization", The Journal of Performance Measurement, 2008. Model dates as of close of business. Perform date arithmetic in units of "months" and "years". Allow "infinite" dates to model "ultimate" time.
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