[R-SIG-Finance] holidayNYSE missing some
Charles.Naylor at nikkoam.com
Thu Sep 6 22:51:49 CEST 2007
This is deliberate behavior. If you check the code, the third-to-last
line is as follows:
ans = ans[!(as.POSIXlt(ans at Data)$wday == 0 |
as.POSIXlt(ans at Data)$wday== 6)]
You could make an alternate version of holidayNYSE that omits this line,
if you like.
Assistant Vice President
Global Dynamic Asset Allocation Group
Nikko Alternative Asset Management, Inc.
535 Madison Avenue, Suite 2500
New York, NY 10022
E: charles.naylor at nikkoam.com
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of John Putz
Sent: Thursday, September 06, 2007 4:44 PM
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] holidayNYSE missing some
I'm not sure if this is the correct list to email this too, but it
appears that at least in R 2.5.0 that the holidayNYSE function in
fCalendar does not include holidays that occur on Saturday. E.g.
holidayNYSE(2004) does not list Christmas.
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