[R] roll id

Omar Lakkis uofiowa at gmail.com
Mon Feb 14 19:08:17 CET 2005


I am collecting one price for "market" daily. 

date1 price1  
date2 price2 
date3 price3 

I have a roll schedule where if 
date1 is between d1 and d2 then market is roll_id 0
date1 is between d2 and d3 then market is roll_id 1
date1 is between d3 and d4 then market is roll_id 2

and so on for date2 and date3

is there a function in anywhere or in a time series package that I can
use or should I loop through my price data and figure out the roll_id
based on teh roll schedule and price date?




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