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Hi all I'm looking for a date package which can handle business day conventions, e.g. Mod Following, etc. (http://en.wikipedia.org/wiki/Date_rolling) Basically I want to be able to generate a sequence of dates from...
Hi I'm using RBloomberg to download timeseries data, but I'm getting an error. vsTickers <- unlist(blpGetData(oBbgConn, sIndex, "INDX_MEMBERS", retval="raw")) vsTickers <- paste(vsTickers, "Equity") dtStart <- chron("31/12/1998", format="d/m/y") dtEnd <- chron("31...
Hi all I'm using RBloomberg to download some price and dividend data. I want to construct a time series of total returns, so I need to add the dividends to the price data before taking log returns. My problem...
Bloomberg free example below: vdPrices <- zoo(c(0.01,0.01,0.01,0.01,0.01), order.by=seq(chron("31/12/1998", format="d/m/y"), chron("04/01/1999", format="d/m/y"), by="day")) length(vdPrices...
No problem with the workaround you suggest - thats what I've done. I just think it would be cleaner to be able to do the call as originally suggested. INDX_MEMB returns the full ticker including country / market code - eg...
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