Modern C++20 chrono library usage in quantitative finance for fixed income securities pricing - c++ quantitativeresearch
The purpose of the article is to demonstrate the benefits that the recent features of modern C++ and std::chrono have on various fields, including mathematical modeling
applications. The code was tested on MS Visual Studio 2022 but is expected to be compilable with both GCC and Clang as soon as the corresponding library features are implemented.
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