Comments (1)
felipenoris
commented on June 11, 2024
1
The convention to not include the end date is due to the fact that, in Financial Engineering, if you invest money at date d1 and redeem it at date d2, the interest depends on the number of working days that the money slept in you money account.
If you need to include the end date, maybe of can start with the result of bdayscount and adjust from that. I suggest to test your code on edge cases.
from businessdays.jl.
Related Issues (20)
- introduce bdayscount(calendar, dt0, dt1) :: Int
- Friday not defined HOT 3
- Advancebdays bug with reverse order ranges HOT 1
- [Breaking] changes for HolidayCalendarCache
- Chinese stock calendar support
- Error in using BusinessDays HOT 1
- Create alias BrazilB3 for old BrazilBMF HOT 1
- HolidayCalendarCache is not type stable
- UKSettlement got wrong holiday date for Early May Bank Holiday HOT 1
- eval into closed module BusinessDays HOT 2
- [Breaking] Remove methods that take symbol as argument for Holiday Calendars
- Issue with TARGET calendar HOT 1
- US Juneteenth HOT 4
- Add type to easily add or substract business days
- Create GenericHolidayCalendar where weekends are business days HOT 4
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- bdays and bdays count give wrong number of business days HOT 3
- Fix USGovernmentBond calendar regarding juneteenth
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from businessdays.jl.