[R-SIG-Finance] extract certain date in a month

[Jeff Ryan]

ShyhWeir:

Dates <- as.POSIXct('2007-01-01') + (0:365)
third.wednesdays <- which(format(Dates, "%d") > 14 & format(Dates, "%d") < 22 &
               format(Dates, "%u") == 3)
Dates[third.wednesdays]

The last format() is the actual weekday, Monday is 1...Wed is 3

You can get the last Friday (options/futures expiry) all wrapped up in
a function in
the package quantmod ( www.quantmod.com and on CRAN)

?options.expiry

Which is where I got the code to modify.

Jeff

On Jan 6, 2008 7:21 PM, ShyhWeir Tzang <swtzang at gmail.com> wrote:
> Dear all:
>
> How can I extract the date of the third Wednesday in each month? Is there
> any available function to do it?
> Thanks for help.
>
> ShyhWeir
>
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