Folks / Jeff,

I find myself in the position of getting weekly returns on some different week boundary from the default in weeklyReturn(). The function gives a Friday-to-Friday return by default, without any way to choose say, a Monday-to-Monday week.

Inside the periodReturn function, it calls endpoints() to identify the cut dates, which in terms uses the following,

    .Call("endpoints", .index(x) + 3L * 86400L, 604800L,  k)
and I'm not familiar enough with this line of code to change it myself.

Thanks.

Horace




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