bizdays (version 1.0.8)

bizdays: Computes business days between two dates.

Description

Returns the amount of business days between 2 dates taking into account the provided Calendar (or bizdays.options$get("default.calendar")).

Usage

bizdays(from, to, cal)

Arguments

from

the initial dates

to

the final dates

cal

the calendar's name

Value

integer objects representing the amount of business days.

Date types accepted

The arguments from and to accept Date objects and any object that returns a valid Date object when passed through as.Date, which include all POSIX* classes and character objects with ISO formatted dates.

Recycle rule

These arguments handle the recycle rule so vectors of dates can be provided and once those vectors differs in length the recycle rule is applied.

Date adjustment

from and to are adjusted when nonworking dates are provided. Since bizdays function returns the amount of business days between 2 dates, it must start and end in business days. The default behavior, that is defined in Calendar's instantiation with adjust.from and adjust.to, reproduces the Excel's NETWORKDAYS. A common and useful setting is adjust.to=adjust.next which moves expiring maturities to the next business day, once it is not.

Examples

# NOT RUN {
create.calendar("Brazil/ANBIMA", holidaysANBIMA, weekdays=c("saturday", "sunday"))
bizdays("2013-01-02", "2013-01-31", "Brazil/ANBIMA")

# Once you have a default calendar set, cal does not need to be provided
bizdays.options$set(default.calendar="Brazil/ANBIMA")
bizdays("2013-01-02", "2013-01-31")

dates <- bizseq("2013-01-01", "2013-01-10")
bizdays(dates, "2014-01-31")

# }