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Re: Intra-day date representation ?

Posted by Klaus Spanderen-2 on Aug 10, 2014; 11:37am
URL: http://quantlib.414.s1.nabble.com/Intra-day-date-representation-tp15688p15735.html

On Saturday, August 09, 2014 02:38:59 PM Francois Botha wrote:

> Just out of curiosity, which features of C++11 would benefit QuantLib the

> most?

 

IMO it will be multithreading, auto and Lambda functions. (Plus the other nice features;-)

 

regards

Klaus

 

>

> Francois Botha

>

> On 6 August 2014 23:35, Klaus Spanderen <[hidden email]> wrote:

> > plus C++11 and multithreading? I'd be a happy camper..

> >

> > On Wednesday, August 06, 2014 11:26:26 PM Ferdinando M. Ametrano wrote:

> > > my daydream PEP would be: boostify the library (date, stats, math) with

> >

> > no

> >

> > > regard for backward compatibility...

> > >

> > > then when I wake up I defer the development leadership to Luigi ;-)

> > >

> > >

> > >

> > > On Wed, Aug 6, 2014 at 11:01 PM, Dirk Eddelbuettel <[hidden email]>

> >

> > wrote:

> > > > 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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> > > > rk _______________________________________________

> > > >

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