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eddelbuettel / rquantlib

R interface to the QuantLib library
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Some businessday conventions are missing #53

Closed thrasibule closed 8 years ago

thrasibule commented 8 years ago

HalfMonthModifiedFollowing and Nearest are missing see https://github.com/lballabio/QuantLib/blob/master/ql/time/businessdayconvention.hpp#L59. Incidentally, this would come for free with pr #50 (modulo updating the docs).

eddelbuettel commented 8 years ago

Same comment as in #52 I suppose.