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Re: Intra-day date representation ?

Posted by Dirk Eddelbuettel on Aug 06, 2014; 9:01pm
URL: http://quantlib.414.s1.nabble.com/Intra-day-date-representation-tp15688p15691.html


Hi Klaus,

Thanks for the quick reply!  Had wondered whether to pester you and Peter
directly, or go to the list.  

On 6 August 2014 at 22:46, Klaus Spanderen wrote:
| not a day-dream, but I never brought it into a "patch" or close to it. I
| started off by replacing QuantLib::Date with boost::local_date_time (w/o taking
| backwards compatibility into considerations) and changed the DayCounters to
| also consider hours but I think there is no way doing this in a backwards
| compatible manner.

That's the issue.  But I guess if were to collect 'PEP' items (didn't we once
a loooong time ago?) maybe this could be one.  Might also make for a fun
project for a motivated Google Summer of Code student...

Cheeers, Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | [hidden email]

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