[R-SIG-Finance] RQuantLib setCalendarContext

[AlexPiche]

Hello Folks,

I have problem with setting a calendar in RQuantLib, since I want to use the
french calendar which is not recognized by the package. I find a calendar
that I convert to string, but entering the following command :

>setCalendarContext(FR)

I have the following error message

Error: Calendar 1980-01-01, 1980-04-07, 1980-05-01, 1980-05-08, 1980-05-15,
1980-05-26, 1980-07-14, 1980-08-15, 1980-11-11, 1980-12-25, 1981-01-01,
1981-04-20, 1981-05-01, 1981-05-08, 1981-05-28, 1981-06-08, 1981-07-14,
1981-11-11, 1981-12-25, 1982-01-01, 1982-04-12, 1982-05-20, 1982-05-31,
1982-07-14, 1982-11-01, 1982-11-11, 1983-04-04, 1983-05-12, 1983-05-23,
1983-07-14, 1983-08-15, 1983-11-01, 1983-11-11, 1984-04-23, 1984-05-01,
1984-05-08, 1984-05-31, 1984-06-11, 1984-08-15, 1984-11-01, 1984-12-25,
1985-01-01, 1985-04-08, 1985-05-01, 1985-05-08, 1985-05-16, 1985-05-27,
1985-08-15, 1985-11-01, 1985-11-11, 1985-12-25, 1986-01-01, 1986-03-31,
1986-05-01, 1986-05-08, 1986-05-19, 1986-07-14, 1986-08-15, 1986-11-11,
1986-12-25, 1987-01-01, 1987-04-20, 1987-05-01, 1987-05-08, 1987-05-28,
1987-06-08, 1987-07-14, 1987-11-11, 1987-12-25, 1988-01-01, 1988-04-04,
1988-05-12, 1988-05-23, 1988-07-14, 1988-08-15, 1988-11-01, 1988-11-11,
1989-03-27, 1989-05-01, 1989-05-04, 1989-05-08, 1989-05-15,

Anyone can give me a hand on that?

Regards,

Alex



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