Hi John,
for whatever reason I missed this thread in September 2007.
Thanks to Lukas Elmiger how pointed out directly to me this problem, I
made the following changes in the development branch of fCalendar
(https://svn.r-project.org/Rmetrics/trunk/fCalendar/):
- fixed the rule in holidayNYSE : After July 3, 1959, move Saturday
holidays to Friday ... except if at the end of monthly/yearly accounting
period this is the last business day of a month.
- fixed the conditions for the year 1970 in holidayNYSE
- fixed USWashingtonsBirthday() before 1971
Regards,
Yohan