temporal join

a <- xts(c('a1','a2','a3'), timeBasedSeq(20090101/20090103))
colnames(a) <- 'foo'

b <- xts(c('b1'), as.Date('2009-01-04'))
colnames(b) <- 'foo'
a

b

cbind(a,b)

na.locf(cbind(a,b))['20090104']

I have dataframe a:

sym date val1
=== ==== ====
foo 20090101 a1
foo 20090102 a2
foo 20090103 a3

and dataframe b:

sym date val2
=== ==== ====
foo 20090104 b1

I would like to join/merge them to generate the following:

sym date val2 val1
=== ==== ==== ====
foo 20090104 b1 a3

i.e. an equijoin on column 'sym' and a temporal join on column 'date'
where the closest matching row is retrieved. I have been through the
various regular/irregular timeseries packages and can not see anything
like this.

Regards.