wilsonfreitas / R-bizdays

Business Days Calculations and Utilities

Home Page:http://wilsonfreitas.github.io/R-bizdays/

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TARGET Calendar

DavideMagno opened this issue · comments

Hi when I look at the range of calendars available from RQuantLib, I can't find the TARGET one, which is the standard for interest rate derivatives in Europa.

Can you please include it in the set?

Thanks,
Davide

Hi @DavideMagno, thanks for reporting this.
It's done!

Will be in CRAN soon.