Time Series Library Review
[July 30, 2007] The generic time series library is now undergoing a formal review on the main Boost developers' list.
Along with the recently-accepted Boost Accumulators library, we developed the Time Series library under contract to Zürcher Kantonalbank as part of a suite of high-performance tools used in their massively-parallel financial simulations. ZKB approached us with open outsourcing in mind, recognizing that our expertise with high-performance C++ libraries would be crucial in building the flexible simulation frameworks they needed. We're extremely proud of the result—both its overall quality, and the fact that our client was able to use the results of that work to save billions of dollars without substantially increasing risk.
Check out the full review announcement here.