find_bd: Find Business Days
In antshi/auxPort: Auxiliary functions for portfolio optimization

Description Usage Arguments Value Examples

Finds the first or last business days in a month and returns the respective date vector.

1	find_bd(dates, type = "first")

`dates`	a date vector.
`type`	a character vector. type="first" (default) delivers the first business day in a month and type="last" the last business day in a month.

a date vector with the respective first or last business days for each month in dates.

data(sp500)
dates <- as.Date(sp500[,1], format="%d.%m.%Y", stringsAsFactors=FALSE)
firstdays <- find_bd(dates)
lastdays <- find_bd(dates, type="last")