Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Adding-a-data-store-tp9251p9255.html
On Mar 13, 2007, at 7:58 PM, Keith Wood wrote:
> My suggestion had to do with the design and implementation of a data
> schema that would enable people who use QuantLib to store stuff in
> tables in a relational database. All of the holiday stuff belongs in a
> table. All of the day count convention could usefully be stored in a
> collection of tables.
I'm not sure that I follow here. I can see that the definition of, say,
an equity option (exercise date, strike...) can be stored in a table. A
calendar I might see---even though our calendars are not a collection
of holidays, but rather a collection of rules such as "the third Monday
in September" or "May 1st unless it's a Sunday, in which case the
following Monday is a holiday instead". But a day-count convention is
basically an algorithm. I might just have misinterpreted you, but how
are you going to store them?
Later,
Luigi
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