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@ -32,6 +32,11 @@ in this case) and ignore the time.
given year (**easter-day**, **vernal-equinox**, given year (**easter-day**, **vernal-equinox**,
**autumnal-equinox**, **summer-solstice**, and **winter-solstice**). **autumnal-equinox**, **summer-solstice**, and **winter-solstice**).
- *Holiday calendars*: Functions to automatically generate holidays
for certain currencies / trading centres are provided. Dates can
be checked against these calendars to see if they are business days
or not.
- *Date arithmetic* - *Date arithmetic*
- Functions are provided to add or subtract days or months from a - Functions are provided to add or subtract days or months from a
date (**date+**, **date-**, **add-months**, date (**date+**, **date-**, **add-months**,
@ -42,11 +47,13 @@ in this case) and ignore the time.
convention (such as *Actual/365* or *30/360*) is taken into convention (such as *Actual/365* or *30/360*) is taken into
account so that the result can be used to accurately compute account so that the result can be used to accurately compute
interest on a bond or loan. interest on a bond or loan.
- Similar functions (e.g., **add-workdays**, **prev-workday**,
- *Holiday calendars*: Functions to automatically generate holidays **diff-workdays**) provide similar functionality using holiday
for certain currencies / trading centres are provided. Dates can calendars.
be checked against these calendars to see if they are business days - A function **generate-schedule** is provided to generate a
or not. schedule of dates (e.g., for a bond, loan, credit default swap).
This uses date roll conventions and holiday calendars to determine
each payment date.
- *Miscellaneous* date manipulation functions are provided to compute - *Miscellaneous* date manipulation functions are provided to compute
the last day of a month, last day of the previous month, Nth day of the last day of a month, last day of the previous month, Nth day of
@ -72,7 +79,6 @@ OS X. The code is portable and should run on any Common Lisp environment.
*cl-dates* is licensed under the 2-clause BSD license. *cl-dates* is licensed under the 2-clause BSD license.
## To Do ## TO DO
Date arithmetic functions that use holiday calendars to advance dates Detailed documentation is yet to be written
are not yet included.