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CppCon 2022: C++20-Dates in Finance

This repository contains files related to the CppCon 2022 talk Using std::chrono Calendar Dates for Finance, presented by Daniel Hanson.

The original slide deck is provided, along with a corrected version. There were two errors. First, on slide 19, the original stated that taking the difference between std::chrono::year, std::chrono::month, or std::chrono::day objects would result in integer type returns. This is incorrect. These objects need to be cast to int types first, with month and day types first cast to unsigned types, as shown in the corrected version.

Second, on slide 37, contract dates will always be proper business dates, so the weekend_roll() function will only apply to regular transaction (payment) dates.

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