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fromat
2011 Jan 12
1
snowfall
...TRUE) #Trying to calculate the trading days
require(fractalrock,quietly=TRUE) #Just to calculate the trading days
myFinCenter="Asia/Singapore"
getTimeToMaturity <- function(x){
tryCatch({
toDt <- as.Date(as.character(x['EXPIRY_DT']), "%Y-%m-%d")
#Expiry Date
fromDt <- as.Date(as.character(x['TIMESTAMP']), "%Y-%m-%d")
#Trade Timestamp
NoOfDays <- NROW(getTradingDates(toDt,fromDt))
return(NoOfDays/252)
},
error = function (ex){
#print (paste("Error in",toDt,fromDt))
NoOfDays <- 0
return(NoOfDays/252)
}
)
}
Qu...