holidayCalendar {fCalendar} | R Documentation |
Returns a holiday calendar.
holidayNYSE(year = currentYear) holidayZURICH(year = currentYear)
year |
an integer value or vector of years, formatted as YYYY .
|
Holiday Calendars:
Two examples are implemented, the holiday calendar for the
New York Stock Exchange, and the public holidays for Zurich.
Have a look on the code to write your own holiday calendars.
holidayNYSE
holidayZURICH
return an holiday calendar as an object of class timeDate
.
Diethelm Wuertz for the Rmetrics R-port.
ISO-8601 (1988); Data Elements and Interchange Formats - Information Interchange, Representation of Dates and Time, International Organization for Standardization, Reference Number ISO 8601, 14 pages.
## holidayNYSE - holidayNYSE(currentYear) ## holidayZURICH = ## Not run: holidayZURICH = function(year = currentYear) { holidays = c( NewYearsDay(year), GoodFriday(year), EasterMonday(year), LaborDay(year), PentecostMonday(year), ChristmasDay(year), BoxingDay(year), CHBerchtoldsDay(year), CHSechselaeuten(year), CHAscension(year), CHConfederationDay(year), CHKnabenschiessen(year) ) # Sort and Remove Weekends: holidays = sort(holidays) holidays = holidays[isWeekday(holidays)] # Add Financial Center: holidays@FinCenter = "Zurich" # Return Value: holidays } ## End(Not run) holidayZURICH(2007:2009)