[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


More information about the R-help mailing list