{"id":30278304,"url":"https://github.com/quantilma/quantdates","last_synced_at":"2025-08-16T12:36:01.659Z","repository":{"id":56936268,"uuid":"267940594","full_name":"quantilma/quantdates","owner":"quantilma","description":"R package that provides useful tools for manipulating dates and counting days in a financial context.","archived":false,"fork":false,"pushed_at":"2024-07-04T14:51:35.000Z","size":2190,"stargazers_count":2,"open_issues_count":0,"forks_count":0,"subscribers_count":0,"default_branch":"master","last_synced_at":"2025-08-06T11:34:32.276Z","etag":null,"topics":["dates","finance","quantitative-finance","r"],"latest_commit_sha":null,"homepage":null,"language":"R","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"gpl-3.0","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/quantilma.png","metadata":{"files":{"readme":"README.md","changelog":"NEWS.md","contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null,"zenodo":null}},"created_at":"2020-05-29T19:39:33.000Z","updated_at":"2024-07-10T17:56:02.000Z","dependencies_parsed_at":"2024-06-28T21:34:41.834Z","dependency_job_id":"7c7adbce-a5f2-4b78-8fc2-c2dbf364fa67","html_url":"https://github.com/quantilma/quantdates","commit_stats":{"total_commits":15,"total_committers":2,"mean_commits":7.5,"dds":0.1333333333333333,"last_synced_commit":"5e5170c011a2ccb4e561388eff77e359bbe0b18c"},"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/quantilma/quantdates","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/quantilma%2Fquantdates","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/quantilma%2Fquantdates/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/quantilma%2Fquantdates/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/quantilma%2Fquantdates/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/quantilma","download_url":"https://codeload.github.com/quantilma/quantdates/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/quantilma%2Fquantdates/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":270709088,"owners_count":24631992,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","status":"online","status_checked_at":"2025-08-16T02:00:11.002Z","response_time":91,"last_error":null,"robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":true,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["dates","finance","quantitative-finance","r"],"created_at":"2025-08-16T12:35:50.695Z","updated_at":"2025-08-16T12:36:01.648Z","avatar_url":"https://github.com/quantilma.png","language":"R","readme":"# quantdates\nFunctions to manipulate dates and count days for quantitative finance analysis. The 'quantdates' package considers leap, holidays and business days for relevant calendars in a financial context to simplify quantitative finance calculations, consistent with International Swaps and Derivatives Association (ISDA) regulations.\n\n## Features\n\n* Get Business Days for London (UK), New York (US) (Stock Exchange and Government Bonds) and Bogota (CO).\n* Get Holidays Days for London (UK), New York (US) (Stock Exchange and Government Bonds) and Bogota (CO).\n* Manipulate dates\n    + Add days considering business and holidays for the London, New York or Bogota calendars.\n    + Number of days  between two dates considering leap years.\n    + Get last day of month.\n    + Transform numeric dates from R or Excel into dates. \n* Day counting in financial context:\n    + 30/360.\n    + ACT/365.\n    + ACT/360.\n    + ACT/365L.\n    + NL/365.\n    + ACT/ACT-ISDA.\n    + ACT/ACT-AFB.\n    \n## Installation\n\nTo install the latest development builds directly from GitHub, run this instead:\n\n```r\nif (!require(\"devtools\"))\n  install.packages(\"devtools\")\ndevtools::install_github(\"quantilma/quantdates\")\n```\n\n## Examples\n```r\n\n# AddDate allows Date input as character object\nAddDate(date = '2019-10-04',addDays=14,addMonths=2,addYears=3)\n\n# Add business days for Bogota (CO)\nAddBusinessDays(date = Sys.Date(),numDate = 15,loc = 'BOG')\n\n# Return last day of the month for the date\nLastDayOfMonth(date = '2020-02-03')\n\n# Returns business days within given range for the location and Dates as character\nBusinessDays(loc='BOG', from='2020-10-10', to='2020-11-10')\n\n# Transform numeric dates from Excel\nNumExcel2DateR(as.numeric(Sys.Date()))\n\n# Transform numeric dates from R\nNumR2DateR(as.numeric(Sys.Date()))\n\n# Number of days between two dates considering leap days.\ndifftime_leap_year(tfinal='2023-03-05',tinitial='2019-02-28',leapDatesIn=TRUE)\n\n# Number of days between two dates skipping leap days.\ndifftime_leap_year(tfinal='2023-03-05',tinitial='2019-02-28',leapDatesIn=FALSE)\n\n# Number of business days between two dates in Bogota (CO). \ndifftime_business(tfinal='2023-03-08',tinitial='2019-02-28',wd=wdBOG)\n\n# Financial day count between two dates according to ACT/365 convention\nday_count(tfinal='2023-03-08',tinitial='2019-02-28',convention='ACT/365')\n```\n\n## Guidelines for contributing\n\nCurrently we are developing the guidelines for contributions. \n\n## License\n\nThe quantdates package as a whole is licensed under the GPLv3.\n    \n","funding_links":[],"categories":[],"sub_categories":[],"project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fquantilma%2Fquantdates","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fquantilma%2Fquantdates","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fquantilma%2Fquantdates/lists"}