diff options
Diffstat (limited to 'R/cds_utils.R')
| -rw-r--r-- | R/cds_utils.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/R/cds_utils.R b/R/cds_utils.R index 77e3a86d..2a93c52f 100644 --- a/R/cds_utils.R +++ b/R/cds_utils.R @@ -4,8 +4,8 @@ today <- function() { Sys.Date()
}
-prevBusDay <- function(workdate = Sys.Date()){
- advance(calendar = "UnitedStates/GovernmentBond", dates=workdate, n=-1, timeUnit=0)
+addBusDay <- function(tradedate = Sys.Date(), n.days = 3, calendar = "UnitedStates/GovernmentBond"){
+ advance(calendar = "UnitedStates/GovernmentBond", dates=tradedate, n=n.days, timeUnit=0)
}
convertTenor <- function(tenor) {
|