bizdays

MaRDI QIDQ62131CRANFDO

Authors Wilson Freitas

Last update 12 February 2024

Copyright license MIT license, File License

Software version identifier 1.0.13, 0.1.1, 0.1.2, 0.1.3, 0.1.4, 0.1.5, 0.2.1, 0.2.2, 1.0.0, 1.0.1, 1.0.2, 1.0.3, 1.0.4, 1.0.5, 1.0.6, 1.0.8, 1.0.9, 1.0.10, 1.0.11, 1.0.12, 1.0.15, 1.0.16

Description

Business days calculations based on a list of holidays and nonworking weekdays. Quite useful for fixed income and derivatives pricing.

Cited in

(4)

• lambdaTS
• fixedincome
• rb3
• GetTDData

This page was built for software: bizdays