BusinessDays.jl

A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.

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BusinessDays.jl - Release v0.3.1

Published by felipenoris about 8 years ago

Minor doc updates.

BusinessDays.jl - Release v0.3.0

Published by felipenoris over 8 years ago

  • A HolidayCalendar can now be referenced using Symbol or String.
julia> using BusinessDays
julia> bdays("Brazil", Date(2016,4,1), Date(2016,5,1))
20 days

julia> bdays(:Brazil, Date(2016,4,1), Date(2016,5,1))
20 days
  • new Holiday Calendars:
    • USNYSE : United States NYSE holidays.
    • USGovernmentBond : United States Government Bond calendar.
  • Brazil Holiday Calendar type was renamed to BRSettlement.
  • Added type aliases for settlement calendars:
    • BRSettlement : Brazil
    • USSettlement : UnitedStates
    • UKSettlement : UnitedKingdom
  • Added utility functions listholidays and listbdays.
  • Fix applied to USSettlement calendar for dates before 1983.
  • Improved package documentation.
BusinessDays.jl - Release v0.2.0

Published by felipenoris over 8 years ago

  • Submodule HolidayCalendars was removed.
  • Holiday Calendar types were renamed. They are now based on QuantLib names.

BusinessDays.HolidayCalendars.BrazilBankingBusinessDays.Brazil

BusinessDays.HolidayCalendars.UnitedStatesBusinessDays.USSettlement

BusinessDays.HolidayCalendars.UKEnglandBankingBusinessDays.UKSettlement

  • Added listholidays function.