I'd like to start producing a timestamp class that will allow storage of time
stamps for recording high frequency trading data. What I have in mind would
be a class
TimeStamp include a Date, hour, minute, second, and a fractional second
and subclasses GmtTimeStamp and LocalTimeStamp.
Thoughts? One gotcha is that Time is already defined as continuous real time.
--
-------------------------------------------------------------------------------
Joseph Wang Ph.D. -
[hidden email]
China Derivatives Researcher and Software Developer - QuantLib
http://en.wikiversity.org/wiki/User:Roadrunner-------------------------------------------------------------------------
Take Surveys. Earn Cash. Influence the Future of IT
Join SourceForge.net's Techsay panel and you'll get the chance to share your
opinions on IT & business topics through brief surveys-and earn cash
http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev