mondate

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

Description

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.

Cited in

(1)

EEAaq

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