Determine the number of trading days for XETRA or EUREX in a given period
Mark, I was hoping that somebody else had done that job already... :-) After all, I should not be the only person interested in the problem. Besides, function holidayNYSE looks intimidating for an R newbie. Regards, Joachim Am 31.12.2011 10:37, schrieb Mark Breman:
Hello Joachim,
Why not create a holidayEUREX yourself? Look at holidayNYSE for an
example and it should not be too difficult.
Regards,
-Mark-
2011/12/30 Joachim Breit <jbreit at nexgo.de <mailto:jbreit at nexgo.de>>
Hello,
say you want to determine the number of trading days for DAX options
on EUREX from now til day x.
I am looking for a function for this task.
Looked in package timeDate but found nothing for the german exchanges.
Can somebody help, please?
Joachim
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