[R-SIG-Finance] extract certain date in a month
Diethelm Wuertz
wuertz at itp.phys.ethz.ch
Tue Jan 15 19:06:14 CET 2008
ShyhWeir Tzang 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
>
> [[alternative HTML version deleted]]
>
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The Rmetrics package has special dates functions
# FUNCTION: FIRST AND LAST DAY IN PERIOD:
# timeLastDayInMonth Computes the last day in a given month and year
# timeFirstDayInMonth Computes the first day in a given month and
year
# timeLastDayInQuarter Computes the last day in a given quarter
and year
# timeFirstDayInQuarter Computes the first day in a given quarter
and year
# FUNCTION: DAYS BEFORE AND AFTER:
# timeNdayOnOrAfter Computes date in month that is a n-day ON
OR AFTER
# timeNdayOnOrBefore Computes date in month that is a n-day ON
OR BEFORE
# FUNCTION: THE N'TH DAY IN:
# timeNthNdayInMonth Computes n-th ocurrance of a n-day in
year/month
# timeLastNdayInMonth Computes the last n-day in year/month
timeLastNdayInMonth, calculates e.g. the last Friday in April, ....
timeNthNdayInMonth, calculates e.g. second Monday in June
reagrds
Diethelm Wuertz
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