[R-SIG-Finance] holidayNYSE missing some

[Charles Naylor]

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.

-CN

Charles Naylor
Assistant Vice President
Global Dynamic Asset Allocation Group
Nikko Alternative Asset Management, Inc.
535 Madison Avenue, Suite 2500
New York, NY 10022
T: 212.610.6158
F: 212.610.6148
E: charles.naylor at nikkoam.com

-----Original Message-----
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

Hello,

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.

Thanks, John.
	[[alternative HTML version deleted]]

_______________________________________________
R-SIG-Finance at stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. 
-- If you want to post, subscribe first.

IMPORTANT NOTICE:  The information in this message (and any attachments) is intended for the addressee(s) only and may contain confidential and/or privileged information; any unauthorized copying, disclosure, distribution or use is strictly forbidden.  If you are not the intended recipient, or have received this e-mail in error, please notify the sender immediately and destroy this e-mail.  E-mail transmissions are not secure and may contain viruses; we accept no liability for viruses, errors in transmission, delayed transmission, or other transmission-related errors.   This e-mail is neither a recommendation nor a solicitation of an offer to buy or sell securities or other financial instruments.