[Rquantlib-devel] RQuantLib request

[Dirk Eddelbuettel]

Harold,

I am CCing this to the rquantlib-devel list ... which is mostly dormant, but
the best place to discuss extensions. It had some traffic this week though,
and I have to ask you to subscribe to post there in case you want to follow-up.

On 9 October 2014 at 18:11, Baize, Harold (DPH) wrote:
| Dirk Eddelbuettel,

Well I usually joke that it has to either be Dr Eddelbuettel if you want to
be formal, or just Dirk. The latter is shorter  :)
 
| I hope you will consider this request for RQuantLib. I often need to find the
| business days between two dates using the holidays of California. This differs
| from the UnitedStates holidays by adding Ceasar Chavez Day and the day after
| Thanksgiving. My request is for RQuantLib to include the "addHoliday" and
| "removeHoliday" functions found in QuantLib, so the calendar can be customized
| to local holidays.

Nice idea. I like it.

I am a bit on the overcommitted side so I can't promise that I get to any
time soon.  You can always add a "proxy layer" of getting the calendar from
RQuantLib, grab the result (and maybe store it somewhere) and then
programmatically add Ceasar Chavez to that result set -- and provide yourself
and your users a way to query the altered / augmented result set.

| Thank you for your work.

Always a pleasure.

Dirk
 
 
| Harold R. Baize, PhD
| Data Analyst
| Office of Quality Management
| Department of Public Health
| San Francisco Health Network
| 1380 Howard St., Rm 224e
| San Francisco, CA  94103
| 415-255-3690
| Fax 415-252-3030
| 
| 

-- 
http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org