Displaying 1 result from an estimated 1 matches for "maturityfeb".
2012 Nov 05
1
Dates as POSIXt
...When I do some calculations to get the dates of maturity into the data frame I find this behavior. (For simplicity assume that the only month is March.)
> DF[,"DateOfMaturity"] = NA
> DF[,"DateOfMaturityPrevious"] = NA
> DF[,"DateOfMaturityNext"] = NA
> maturityFeb = 14
> maturityMar = 16
> maturityApr = 15
> yearTmp = as.POSIXlt(DF$Date)$year+1900
> DF$DateOfMaturity = as.POSIXct(strptime(paste(yearTmp,03,maturityMar ), "%Y %m %d"))
> DF$DateOfMaturityPrevious = as.POSIXct(strptime(paste(yearTmp,02,maturityFeb ), "%Y %m %d&q...