Calculate the Number of Business Days in Months, Quarters, etc

This function calculates the number of business days in each periodic interval (e.g., month, quarter) between two dates, using specified QuantLib calendars for holiday definitions.

Usage

periodic_bizdays(from, to, by = "month", quantlib_calendars = "UnitedStates")

Arguments

from, to: start and end dates. Date object or something coercible with as.Date().
by: periodicity, passed to seq.Date() (e.g., "month", "quarter", "year"). See seq.Date() for more options.
quantlib_calendars: (character) A vector of QuantLib calendar ids (the vector qlcal::calendars lists all valid options).

Value

a tibble with columns:

calendar: the QuantLib calendar used
start: the start date of the period
end: the end date of the period
business_days: the number of business days in the period, according to the calendar

Examples

periodic_bizdays(
  from = as.Date("2023-01-01"),
  to = as.Date("2023-12-31"),
  by = "month",
  quantlib_calendars = c("UnitedStates", "UnitedKingdom")
)
#> # A tibble: 24 × 4
#>    calendar     start      end        business_days
#>    <chr>        <date>     <date>             <int>
#>  1 UnitedStates 2023-01-01 2023-01-31            20
#>  2 UnitedStates 2023-02-01 2023-02-28            19
#>  3 UnitedStates 2023-03-01 2023-03-31            23
#>  4 UnitedStates 2023-04-01 2023-04-30            20
#>  5 UnitedStates 2023-05-01 2023-05-31            22
#>  6 UnitedStates 2023-06-01 2023-06-30            21
#>  7 UnitedStates 2023-07-01 2023-07-31            20
#>  8 UnitedStates 2023-08-01 2023-08-31            23
#>  9 UnitedStates 2023-09-01 2023-09-30            20
#> 10 UnitedStates 2023-10-01 2023-10-31            21
#> # ℹ 14 more rows