Using std::chrono Calendar Dates for Finance in C++ - Lecture

Explore the application of std::chrono calendar dates for financial software development in this CppCon 2022 conference talk. Delve into the importance of accurate date calculations in fixed income analytics, mortgage-backed securities, and interest rate derivatives. Learn how to leverage C++20's std::chrono calendar date classes to handle complex financial date operations, including day-count conventions, payment schedules, and business day adjustments. Discover techniques for generating cash flow schedules, constructing term structures of interest rates, and calculating present values of fixed income securities. Gain insights into handling edge cases and applying appropriate tools from the std::chrono library to ensure precise financial calculations in C++ development.

Using std::chrono Calendar Dates for Finance in Cpp - Daniel Hanson - CppCon 2022