[R-SIG-Finance] calendar to trading days

[Dirk Eddelbuettel]

On 21 November 2007 at 09:12, Jeff Ryan wrote:
| I think 'trading days' may be open to interpretation with respect to
| FX - sort of up to you : )


The fCalendar package from the Rmetrics bundle may be of help as it contains
holiday calendars for many countries.  

But as Jeff says, for an OTC market it is somewhat open ... but if you 'just'
want to map foreign returns from a given exchange you can always use the
corresponding holiday information.

Hth, Dirk

-- 
Three out of two people have difficulties with fractions.