Category Archives: Calculation engine

Calculation engines and frameworks

Function Router

As explained in the related article, subtable transformation is a simple way of applying the same table function on every subtable of an input table. Function Router1 extends this concept further; with the table functions of the .net library finaquant® … Continue reading

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Table functions for transforming subtables

Sometimes, you want to execute the same set of table operations (table function) on every subtable of an input table; this is a quite common calculation pattern in many applications in business and science. Subtable transformation1 is a simple way … Continue reading

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Transforming rows: row-by-row processing of tables

Even though quite easy to understand and use, TransformRowsDic()1 in the free .net library finaquant® protos is one of the most versatile and useful table transformation functions. This table function offers a simple way for applying user-defined formulas on each … Continue reading

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Filtering and sampling tables by dates

Assume, you have a data table containing daily prices of different products in each entry, and you want to exclude all rows of table associated with weekend days. That is, you want to have only entries with business days from … Continue reading

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