[R] Day Count Convention
Andreas Wittmann
andreas_wittmann at gmx.de
Fri Aug 31 18:16:14 CEST 2007
Hi everybody,
i'm working on the next version of the CreditMetrics package. So i have
the question, are there any functions or packages which have have the
functionality to calculate dates with a certain day count convention
like act/360 or 30/360? Intensive search in the r-help archive or in the
manuals did not bring any solution.
thanks everybody for some help.
best regards
Andreas
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