Rob Blackbourn·Mar 28Dates for Finance in C++This is a sequence of articles on writing a financial date library in C++ using the chrono header from the standard library.
Rob Blackbourn·Mar 28Dates for Finance in C++: Year FractionsWhen calculating the value of money, a key factor is the time it is held. While this may seem obvious, there are many different ways this…
Rob Blackbourn·Jan 29Dates for Finance in C++: SchedulesA common task in finance is to create schedules of repeating dates for a given frequency. These may be for coupon payments or exchanges of…
Rob Blackbourn·Jan 27Dates for Finance in C++: Time UnitsThis article follows on from the previous article on adjustments and before that business days. The code is in GitHub.
Rob Blackbourn·Jan 26Dates for Finance in C++: AdjustmentsIn the previous two articles we looked at some basic arithmetic, and business days. Here we’ll look at business date conventions and date…
Rob Blackbourn·Jan 24Dates for Finance in C++: Business DaysFollowing on from the previous article, I wanted to look at business days. Typically a business day is Monday to Friday, and not a public…
Rob Blackbourn·Jan 24Dates for Finance in C++: BasicsWhen writing financial code one of the key building blocks is a good date library. A basic date class has been available since C++20, and…
Rob Blackbourn·Aug 31, 2024How to use Python logging QueueHandler with dictConfig in Python 3.12Support was added for configuring the logging queue handler with dictConfig in Python 3.12. This means that we can junk all the messing…
Rob Blackbourn·May 23, 2023Using asyncio start_tls in Python 3.11An upgradable stream starts life as a plain old socket connection, but is capable of being “upgraded” to use Transport Layer Security…
Rob Blackbourn·May 21, 2023Reinventing the World Wide WebContent for web pages consists of HTML, JavaScript, CSS. These three technologies have enabled some fantastic content, but they also…
