NonBusDays.Brazil

This data frame contains all Saturdays and Sundays and the following
Brazilian national holidays:<ul>
<li>New Year's Day (always on 01. Jan)</li>
<li>Shrove Monday (variable date)</li>
<li>Shrove Tuesday (variable date)</li>
<li>Good Friday (variable date)</li>
<li>Tiradentes' Day (always on 21. Apr)</li>
<li>Labour Day (always on 01. May)</li>
<li>Corpus Christi (variable date)</li>
<li>Independence Day (always on 07. Sep)</li>
<li>Our Lady of Aparecida (always on 12. Oct)</li>
<li>All Souls' Day (always on 02. Nov)</li>
<li>Republic Day (always on 15. Nov)</li>
<li>Christmas Day (always on 25. Dec)</li>
</ul>

datasets

Analysis of large datasets of fixed coupon bonds, allowing for irregular first and last coupon periods and various day count conventions. With this package you can compute the yield to maturity, the modified and MacAulay durations and the convexity of fixed-rate bonds. It provides the function AnnivDates, which can be used to evaluate the quality of the data and return time-invariant properties and temporal structure of a bond.

Djatschenko Wadim

BondValuation

Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and
Various Day Count Conventions

NonBusDays.Brazil function

A data frame with 40378 rows and 3 variables:<ul>
<li>Holiday.Name</li>
<li>Date</li>
<li>Weekday</li>
</ul>

NonBusDays.Brazil: Non-business days in Brazil from 1946-01-01 to 2299-12-31.

Description

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