fmdates (version 0.1.4)

is_valid_day_basis: Day basis conventions

Description

Checks whether day basis conventions are valid. Supported day basis conventions are documented in year_frac()

Usage

is_valid_day_basis(day_basis)

Arguments

day_basis

A character vector of day basis conventions.

Value

will return TRUE for day_basis elements that are any of the following: 30/360, 30/360us, 30e/360, 30e/360isda, 30e+/360, act/360, act/365 and act/actisda. Otherwise will return FALSE

See Also

Other counter methods: actual_360, actual_365, actual_actual_isda, thirty_360_eu_isda, thirty_360_eu_plus, thirty_360_eu, thirty_360_us, thirty_360, year_frac

Examples

# NOT RUN {
is_valid_day_basis(c("act/360", "act/365f"))
# }