I have the following code to create a calendar time sequence to perform
a simulation
MTMDate<-'2006-09-25';
lastDay<-'2007-03-31';
traj<-500;
##############end input section
dt<-1/365;
#build calendar
calday<-timeSequence(from = MTMDate, to = lastDay,by =
"day",FinCenter='America/Eastern')
#get rid of holidays and weekends
calday<-calday[isBizday(calday,holidays=holiday.NYSE())];
The problem is that the holidays are only eliminated for the current
year, 2006, not the next year 2007.
Does anyone have a suggestion that I can use to get the isBizday method
to also see the multiple years for the holidays?
Thank you
Joe