Wow, I will give that a try. Thank you!
On Thursday, January 28, 2016 at 6:52:38 AM UTC-8, Michael Landis wrote:
>
> Maybe I'm missing something, but the one thing I want from DateTime is the
> ability to determine whether a day has elapsed since a file modify date,
> but not just a calendar
Also check out Ito.jl and TimeZones.jl. It seems that both Ito.jl and
BusinessDays.jl are geared towards bond trading, so I'm not sure how well
they work for general queries. If you find you have opinions about the
strengths/weaknesses of any of these packages, please post here!
On Thu, Jan 28,
I have some code (based somewhat on both Ito and BusinessDays), that is
part of a larger Quantlib implementation that I'm working on in Julia,
which deals with business days. You can check it out here:
I have some code (based somewhat on both Ito and BusinessDays), that is
part of a larger Quantlib implementation I'm working on in Julia, which
deals with business days and various financial calendars (so far just US
and UK). You can check it out here:
My first impression on BusinessDays is that it's a brute force, first cut
solution. For a small range of days it's probably just fine, but over
several years performance is going to take a hit because every day in the
range gets evaluated and every evaluation considers the entire set of
