[R-SIG-Finance] Packages/functions for finance day count conventions

[Eric Zivot]

I'm looking for any R packages that have functions for SIA day count conventions (e.g. actual/actual, 30/360, actual/360 etc). It looks like RQuantMod handles some of these details internally in C code but they are not exposed at the R level. Any suggestions would be appreciated. Thanks,
ez

****************************************************************
*  Eric Zivot                  			               *
*  Professor and Gary Waterman Distinguished Scholar           *
*  Department of Economics                                     *
*  Adjunct Professor of Finance                                *
*  Adjunct Professor of Statistics
*  Box 353330                  email:  ezivot at u.washington.edu *
*  University of Washington    phone:  206-543-6715            *
*  Seattle, WA 98195-3330                                      *                                                           *
*  www:  http://faculty.washington.edu/ezivot                  *