Functions that know about Federal and FRB (Federal Reserve Board) holidays.
nextBusinessDay(x, holidays = NULL, goodFriday = F, board = F, inaug = board)
previousBusinessDay(x, holidays = NULL, goodFriday = F, board = F, inaug = board)
isHoliday(x, goodFriday = F, board = F, inaug = board, businessOnly = T)
isBusinessDay(x, ...)
isGoodFriday(x)
isEaster(x)
holidays(years, goodFriday = F, board = F, inaug = board, businessOnly = T)
federalHolidays(years, board = F, businessOnly = T)
goodFriday(years)
easter(years)
inaugurationDay(years)
holidaysBetween(startTi, endTi, goodFriday = F, board = F, inaug = board,
businessOnly = T)a ti time index, or something that can be turned into
one, such as a yyyymmdd number or a Date object.
a vector of holidays (in yyyymmdd form) to skip over, or
NULL. In the latter case, the holidays function is used
to determine days to skip over.
if TRUE, consider Good Friday as a holiday.
Default is FALSE because Good Friday is not a federal holiday.
if TRUE, the Friday preceding a Saturday NewYears,
Independence, Veterans or Christmas Day is considered a holiday.
if TRUE, consider the U.S. Presidential
Inauguration Day to be a holiday, but only if it falls on a weekday.
if TRUE (the default), ignore Saturday NewYears,
Independence, Veterans amd Christmas Day holidays. Has no effect if
board is TRUE, since that moves Saturday holidays to Friday.
arguments passed on to isHoliday
numeric vector of 4 digit years
a daily ti time index, or something that can be
turned into one
a daily ti time index, or something that can be
turned into one
nextBusinessDay and previousBusinessDay return
"business" frequency ti objects.
isHoliday, isGoodFriday, isEaster and isBusinessDay return
Boolean vectors as long as x.
easter and goodFriday return numeric vectors of yyyymmdd
dates of the appropiate holidays for each year in the years
argument.
inaugurationDay returns a numeric vector of yyyymmdd dates of
U.S. Presidential Inauguration Days, if any, that fall in the years
given in the years argument.
federalHolidays returns a numeric vector of yyyymmdd dates
for the federal holidays for each year in years. The
names attribute of the returned vector contains the holiday
names.
holidays returns a vector like federalHolidays does.
The only difference between the two functions is that holidays
has the option of including Good Fridays.
holidaysBetween returns a vector of yyyymmdd dates for holidays
that fall within the time spanned by [startTi, endTi].
Federal law defines 10 holidays. Four of them, NewYears, Independence, Veterans and Christmas, fall on the same date every year. The other six fall on particular days of the week and months (MLK, Presidents, Memorial, Labor, Columbus, and Thanksgiving).
If one of the four fixed-date holidays falls on a Sunday, the federal holiday is celebrated the next day (Monday). If it falls on a Saturday, the preceding day (Friday) is a holiday for the Federal Reserve Board, but not for the Reserve Banks and the banking system as a whole.
Presidential Inauguration day is a Federal holiday only in the DC
area, and then only if it falls on a weekday, so it is not included in
the holidays returned by federalHolidays, but it can be
included in several of the other functions by setting the inaug
argument to TRUE.
The function isBusinessDay returns TRUE for x if
and only if x is not a holiday, a Saturday or a Sunday.