Hello
Is there a topic, or any reference here about date filters and agorithms?
The question above (excluding weekends) is related with date samplers. As far as I know, date filters or algorithms are typically used for obtaining the required time series variations in fee and commission calculations like:
month-end data
quarterly month-end averages
monthly data with maximum value of the month
quarter-end data with search-backwards method if the last day of quarter is not available
I have no idea how one could implement date filters and algorithms with filemaker. Anyway, I am planning to write an article about the mathematics of this issue. Any comments or quations are very much appreciated, so that I can consider them in my article.
See:
http://finaquant.com/forum/general-framework-concepts/article-about-date-filters-or-algorithms-for-fee-and-commission-calculations
Regards
Tunc
