[R-SIG-Finance] holidayNYSE missing some

[Joe Byers]

Yohan Chalabi <chalabi <at> phys.ethz.ch> writes:

> 
> 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
> 
> 

Yohan,

I am working on adding Haug's Multiasset greeks to the fExotics package.
  Are you interested in adding these?

Joe