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The vector containers for Date
and Datetime
are terrible. I wrote these way before we knew what we were doing here. There is already an open issue #34 on this.
What has happened since is that the Rblpapi and anytime packages needed better representation, and just passed back NumericVector
with the proper class attributes set, see e.g. here in anytime
.
We could / should do the same in Rcpp. We could possibly even keep the current API for DatetimeVector
. Anything I am overlooking so far?
(AFAIK I may well be the only user of these classes in RQuantLib.)
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