holiDaysNY

New York Stock Exchange -United States holidays dates. The holidays were created using the package bizdays.
Dates range between 1990-01-01 and 2100-12-24.
<dl>
 <dt>holiDaysNY</dt>
<dd>Vector of dates of New York Stock Exchange holidays</dd>
</dl>

datasets

Functions to manipulate dates and count days for quantitative finance analysis. The 'quantdates' package considers leap, holidays and business days for relevant calendars in a financial context to simplify quantitative finance calculations, consistent with International Swaps and Derivatives Association (ISDA) (2006) <https://www.isda.org/book/2006-isda-definitions/> regulations.

Juan Pablo Bermudez

quantdates

Manipulate Dates for Finance

Julian Chitiva

Diego Jara

Erick Translateur

Quantil S.A.S 

holiDaysNY function

Format

Author

New York Stock Exchange -United States holidays dates. The holidays were created using the package bizdays.
Dates range between 1990-01-01 and 2100-12-24.
<dl>
 <dt>holiDaysNY</dt>
<dd>Vector of dates of New York Stock Exchange holidays</dd>


</dl>

New York Stock Exchange holidays dates. — holiDaysNY

New York Stock Exchange holidays dates.

holiDaysNY: New York Stock Exchange holidays dates.

Description

Usage

Arguments

Format

Author