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From: Luigi B. <lui...@gm...> - 2007-03-13 20:11:19
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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 |