Re: 答复: About QuantLib::TimeSeries again

Posted by Rob on
URL: http://quantlib.414.s1.nabble.com/Re-About-QuantLib-TimeSeries-again-tp14030p14431.html

Hi Luigi,

Thanks for the feedback, I found a solution. I created a new version of timeseries.hpp, replacing Date with DateTime, where DateTime is a Boost ptime typedef. Thus, I'm using Boost ptime as the key, which works very nicely since it comes with lots of functionality. 

Thanks,

Rob.

On Sun, Jul 7, 2013 at 7:57 AM, Luigi Ballabio <[hidden email]> wrote:

Hello Rob,
    currently there's no class in QuantLib providing a timestamp.
You'll have to create a structure yourself containing a date and a
time, and use that as a key (I think you'll have to implement operator
< to make it work).

Luigi


On Thu, Jul 4, 2013 at 2:42 PM, Rob <[hidden email]> wrote:
> Hi Guys,
>
> The standard QuantLib TimeSeries class uses a date object as a key. What if
> I want to also include a timestamp in addition to a date? Is this possible
> in Quantlib?
>
> Thanks, Rob.
>
>
>
> --
> View this message in context: http://quantlib.10058.n7.nabble.com/Re-About-QuantLib-TimeSeries-again-tp14030p14410.html
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