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nameoftse
2012 Nov 05
1
Dates as POSIXt
When I try to do linear interpolation between financial contracts with maturities on different dates in different months I have come across some behavior I haven't seen before.
I have a data frame in R which is loaded from an access database so I can't provide a working example. It was loaded using this code:
> dbPath <- "H:/pathToDB/DB.mdb"
> channel <-