Sorry to jump in a conversation I haven't followed too deep in details, but I'm sure you're all aware of the scikits.timeseries package by now. This should at least help you manage the dates operations in a straightforward manner. I think that could be a nice extension to the package: after all, half of the core developers is a financial analyst...
_______________________________________________ Numpy-discussion mailing list Numpy-discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion