Dear users,
I am testing the covariances/corr methods on weekly observations. Is there an date function to get the easily the last friday date before a given date t? Thanks in advance. Simone
------------------------------------------------------------------------------ Special Offer -- Download ArcSight Logger for FREE! Finally, a world-class log management solution at an even better price-free! And you'll get a free "Love Thy Logs" t-shirt when you download Logger. Secure your free ArcSight Logger TODAY! http://p.sf.net/sfu/arcsisghtdev2dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
On Sat, 2011-09-03 at 10:01 +0200, simone pilozzi wrote:
> Dear users, > I am testing the covariances/corr methods on weekly observations. > Is there an date function to get the easily the last friday date > before a given date t? Date::nextWeekday(d, Friday) returns the next friday. From that, you can easily get the last :) Remember to take care of the case in which the date _is_ a Friday. Luigi -- The wisdom of the wise and the experience of the ages are perpetuated by quotations. -- Benjamin Disraeli ------------------------------------------------------------------------------ Special Offer -- Download ArcSight Logger for FREE! Finally, a world-class log management solution at an even better price-free! And you'll get a free "Love Thy Logs" t-shirt when you download Logger. Secure your free ArcSight Logger TODAY! http://p.sf.net/sfu/arcsisghtdev2dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Thanks Luigi
On 5 September 2011 16:27, Luigi Ballabio <[hidden email]> wrote:
------------------------------------------------------------------------------ Special Offer -- Download ArcSight Logger for FREE! Finally, a world-class log management solution at an even better price-free! And you'll get a free "Love Thy Logs" t-shirt when you download Logger. Secure your free ArcSight Logger TODAY! http://p.sf.net/sfu/arcsisghtdev2dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
In reply to this post by Luigi Ballabio
Remember to take care of the case in which
the date _is_ a Friday. Sorry Luigi, is there a function to check that? Thanks in advance
On 5 September 2011 16:27, Luigi Ballabio <[hidden email]> wrote:
------------------------------------------------------------------------------ Special Offer -- Download ArcSight Logger for FREE! Finally, a world-class log management solution at an even better price-free! And you'll get a free "Love Thy Logs" t-shirt when you download Logger. Secure your free ArcSight Logger TODAY! http://p.sf.net/sfu/arcsisghtdev2dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
On Tue, 2011-09-06 at 09:50 +0200, simone pilozzi wrote:
> Remember to take care of the case in which > the date _is_ a Friday. > > Sorry Luigi, is there a function to check that? if (date.weekday() == Friday) Luigi -- The shortest way to do many things is to do only one thing at once. -- Samuel Smiles ------------------------------------------------------------------------------ Special Offer -- Download ArcSight Logger for FREE! Finally, a world-class log management solution at an even better price-free! And you'll get a free "Love Thy Logs" t-shirt when you download Logger. Secure your free ArcSight Logger TODAY! http://p.sf.net/sfu/arcsisghtdev2dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Thanks again!
On 6 September 2011 10:01, Luigi Ballabio <[hidden email]> wrote:
------------------------------------------------------------------------------ Special Offer -- Download ArcSight Logger for FREE! Finally, a world-class log management solution at an even better price-free! And you'll get a free "Love Thy Logs" t-shirt when you download Logger. Secure your free ArcSight Logger TODAY! http://p.sf.net/sfu/arcsisghtdev2dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Free forum by Nabble | Edit this page |