~/talk

Using std::chrono Calendar Dates for Finance in Cpp

Talkat CppCon 2022 · 2022-09-11..09-16· [c-and-cpp]
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slides:none on file

C++20’s calendar types are usable for real finance work: the talk shows using std::chrono year_month_day and year_month_day_last plus systime conversions to produce a serial integer date, implements Actual/365 and 30/360 year‑fractions, and builds a small date wrapper that handles adding months (avoids the Dec 30 +2 months → Feb 30 bug), a modified forward roll for weekends, and schedule generation with business‑day adjustments. Code compiles and runs; performance notes favor avoiding frequent year_month_day_last construction.

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  1. 0:00Start
  2. 3:40Bond Pricing
  3. 10:36Bond Price
  4. 35:49Business Day Roll
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