Re: [ROOT] R-Quant, TDate and "business" date class

From: Eddy Offermann (eddy@rentec.com)
Date: Wed May 24 2000 - 17:20:08 MEST


Hi Anton,

The TDate looks quite "verbose". I thought that all that was missing in root
was a way to put date strings on a linear scale so that arithmetic could be
done or graph axes build. The Julian scale is an easy way to accomplish
this.

Complicated issues concerning daylights-saving time etc. can be investigated
with c functions like time(5) and date.

Eddy
Renaissance Technologies Corp.

> X-Authentication-Warning: pcroot.cern.ch: majordomo set sender to 
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> From: KOSU_FOKIN@garbo.lucas.lu.se
> Date: Tue, 23 May 2000 21:14:13 +0000
> Subject: [ROOT] R-Quant, TDate and "business" date class
> To: roottalk@pcroot.cern.ch
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> MIME-version: 1.0
> 
> Hi Fons and rooters,
> 
> I am using TDate class in my R-Quant. As you know, R-Quant is about Finance 
> and of course I need a "business" date class. My TDate is in fact ZDate adopted 
> for ROOT. ZDate is a well known c++ date manipulation class (under gnu license).
> 
> TDate will be available under R-Quant license agreement as soon as I solve some
> remaining questions with the ROOT development team.  Meanwhile you can take a 
> look at the header of the class.
> 
> I removed some features which I do not need in finance (like moon phase :)) but
> I can put them back in a generic TDate for ROOT.
> 
> PS. In finance people usually use either daily or intraday data. Therefore it is
> useful to have separate TDate and TTime classes, so that a user can choose what
> he/she needs or use both classes in case of "mixed" applications. It is also useful
> to be able to construct TDatime(TDate Date, TTime Time).  
> 
> Best regards,
> Anton
> 
>



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