[R-sig-finance] Price Smoothing

[ManojW]

Dear All,
    I want to achieve the follwing:

    For close to 2000 securities (having 10 years of daily closing prices),
I want to perform a 65-days exponential smoothing of prices.

    What would be the fastest way of performing the above task? Is there any
package that can readily achieve this task?

    I have tried to use HoltWinters (alpha = 0.20, beta = 0, gamma= 0) in a
recursive loop fashion but the whole processing is very slow (as expected)
hence this request.

    Thanks in advance.

Regards

Manoj