[R-SIG-Finance] isBizday question

[Diethelm Wuertz]

Joe Byers wrote:

>I have the following code to create a calendar time sequence to perform 
>a simulation
>MTMDate<-'2006-09-25';
>lastDay<-'2007-03-31';
>traj<-500;
>##############end input section
>dt<-1/365;
>
>#build calendar
>calday<-timeSequence(from = MTMDate, to = lastDay,by = 
>"day",FinCenter='America/Eastern')
>#get rid of holidays and weekends
>calday<-calday[isBizday(calday,holidays=holiday.NYSE())];
>  
>
You have to set the year,  e.g.

 > holiday.NYSE()
[1] "America/New_York"
[1] [2006-01-02] [2006-01-16] [2006-02-20] [2006-04-14] [2006-05-29] 
[2006-07-04]
[7] [2006-09-04] [2006-11-23] [2006-12-25]
 > holiday.NYSE(2005:2006)
[1] "America/New_York"
 [1] [2005-01-17] [2005-02-21] [2005-03-25] [2005-05-30] [2005-07-04] 
[2005-09-05]
 [7] [2005-11-24] [2005-12-26] [2006-01-02] [2006-01-16] [2006-02-20] 
[2006-04-14]
[13] [2006-05-29] [2006-07-04] [2006-09-04] [2006-11-23] [2006-12-25]
 > help(holiday.NYSE)


regards DW

>The problem is that the holidays are only eliminated for the current 
>year, 2006, not the next year 2007.
>  
>
that's not true read the help page.

>Does anyone have a suggestion that I can use to get the isBizday method 
>to also see the multiple years for the holidays?
>
>Thank you
>Joe
>
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>  
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