[R-SIG-Finance] holidayNYSE missing some

Yohan Chalabi chalabi at phys.ethz.ch
Mon Feb 4 11:51:53 CET 2008


Hi John,

for whatever reason I missed this thread in September 2007. 
Thanks to Lukas Elmiger how pointed out directly to me this problem, I
made the following changes in the development branch of fCalendar
(https://svn.r-project.org/Rmetrics/trunk/fCalendar/):

- fixed the rule in holidayNYSE : After July 3, 1959, move Saturday
holidays to Friday ... except if at the end of monthly/yearly accounting  
period this is the last business day of a month. 

- fixed the conditions for the year 1970 in holidayNYSE

- fixed USWashingtonsBirthday() before 1971

Regards,
Yohan



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