[Quantlib-dev] TimeStamp class

[Joseph W. <jo...@gn...>]

I'd like to start producing a timestamp class that will allow storage of time 
stamps for recording high frequency trading data.  What I have in mind would 
be a class

TimeStamp include a Date, hour, minute, second, and a fractional second

and subclasses GmtTimeStamp and LocalTimeStamp.  

Thoughts?  One gotcha is that Time is already defined as continuous real time.

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Joseph Wang Ph.D. - jo...@gn...  
China Derivatives Researcher and Software Developer - QuantLib
http://en.wikiversity.org/wiki/User:Roadrunner