[R-SIG-Finance] Determine the number of trading days for XETRA or EUREX in a given period

Joachim Breit jbreit at nexgo.de
Mon Jan 2 09:08:20 CET 2012


Mark, I was hoping that somebody else had done that job already... :-) 
After all, I should not be the only person interested in the problem.
Besides, function holidayNYSE looks intimidating for an R newbie.

Regards,
Joachim

Am 31.12.2011 10:37, schrieb Mark Breman:
> Hello Joachim,
>
> Why not create a holidayEUREX yourself? Look at holidayNYSE for an
> example and it should not be too difficult.
>
> Regards,
>
> -Mark-
>
>
> 2011/12/30 Joachim Breit <jbreit at nexgo.de <mailto:jbreit at nexgo.de>>
>
>     Hello,
>
>     say you want to determine the number of trading days for DAX options
>     on EUREX from now til day x.
>
>     I am looking for a function for this task.
>
>     Looked in package timeDate but found nothing for the german exchanges.
>
>     Can somebody help, please?
>
>     Joachim
>
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