holidayList {RQuantLib} | R Documentation |
The holidayList
function evaluates two given dates in the context
of the given calendar, and returns a vector that gives the list of holiday
between.
holidayList(calendar="TARGET", from=Sys.Date(), to = Sys.Date() + 5, includeWeekends = 0)
calendar |
A string identifying one of the supported QuantLib calendars, see Details for more |
from |
A vector (or scalar) of Date types. |
to |
A vector (or scalar) of Date types. |
includeWeekends |
boolean that indicates whether the calculation should include the weekends. Default = false |
The calendars are coming from QuantLib, and the QuantLib documentation should be consulted for details.
Currently, the following strings are recognised: TARGET (a default calendar), Canada and Canada/Settlement, Canada/TSX, Germany and Germany/FrankfurtStockExchange, Germany/Settlement, Germany/Xetra, Germany/Eurex, Italy and Italy/Settlement, Italy/Exchange, Japan, UnitedKingdom and UnitedKingdom/Settlement, UnitedKingdom/Exchange, UnitedKingdom/Metals, UnitedStates and UnitedStates/Settlement, UnitedStates/NYSE, UnitedStates/GovernmentBond, UnitedStates/NERC.
(In case of multiples entries per country, the country default is listed right after the country itself. Using the shorter form is equivalent.)
An vector of dates.
The interface might change in future release as QuantLib
stabilises its own API.
Dirk Eddelbuettel edd@debian.org for the R interface;
Khanh Nguyen nguyen.h.khanh@gmail.com for the implementation;
the QuantLib Group for QuantLib
http://quantlib.org for details on QuantLib
.
from <- as.Date("2009-04-07") to<-as.Date("2009-04-14") holidayList("UnitedStates", from, to) to <- as.Date("2009-10-7") holidayList("UnitedStates", from, to)