Bug in holidayNYSE in timeDate

[Yohan Chalabi]

Hi Scott,

Thanks for your message.

the NewYork timezone is already specified in the version of the package that I have.

Are you sure you are using the latest version of the package : timeDate 2130.91 ?

HTH,
Yohan


On Jan 25, 2011, at 10:39 PM, Scott Stephens wrote:

> The holidayNYSE function in the timeDate package incorrectly includes
> 31 Dec 2010 as a holiday (try holidayNYSE(2011)).  The problem seems
> to stem from not properly specifying the NewYork timezone when the
> ExceptOnLastFriday vector is built. I believe the line
> 
> ExceptOnLastFriday <- timeDate(as.character(.last.of.nday(year = y,
> month = m, lastday = lastday, nday = 5)))
> 
> should be replaced with:
> 
> ExceptOnLastFriday <- timeDate(as.character(.last.of.nday(year = y,
> month = m, lastday = lastday, nday =
> 5)),FinCenter="NewYork",zone="NewYork")
> 
> 
> Thanks for the great work on RMetrics,
> 
> Scott
> 
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Swiss Federal Institute of Technology
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