Bug in holidayNYSE in timeDate

[Scott Stephens]

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