bizdays
From MaRDI portal
Software:62131
Business Days Calculations and Utilities
Last update: 12 February 2024
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
Copyright license: MIT license, File License
Business days calculations based on a list of holidays and nonworking weekdays. Quite useful for fixed income and derivatives pricing.
