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  2. Bootstrap (front-end framework) - Wikipedia

    en.wikipedia.org/wiki/Bootstrap_(front-end...

    Each Bootstrap component consists of an HTML structure, CSS declarations, and in some cases accompanying JavaScript code. They also extend the functionality of some existing interface elements, including for example an auto-complete function for input fields. Example of a webpage using Bootstrap framework rendered in Firefox

  3. C date and time functions - Wikipedia

    en.wikipedia.org/wiki/C_date_and_time_functions

    computes the difference in seconds between two time_t values time: returns the current time of the system as a time_t value, number of seconds, (which is usually time since an epoch, typically the Unix epoch). The value of the epoch is operating system dependent; 1900 and 1970 are often used. See RFC 868. clock

  4. ISO 8601 - Wikipedia

    en.wikipedia.org/wiki/ISO_8601

    ISO 8601 is an international standard covering the worldwide exchange and communication of date and time-related data.It is maintained by the International Organization for Standardization (ISO) and was first published in 1988, with updates in 1991, 2000, 2004, and 2019, and an amendment in 2022. [1]

  5. Bootstrapping (statistics) - Wikipedia

    en.wikipedia.org/wiki/Bootstrapping_(statistics)

    Histograms of the bootstrap distribution and the smooth bootstrap distribution appear below. The bootstrap distribution of the sample-median has only a small number of values. The smoothed bootstrap distribution has a richer support. However, note that whether the smoothed or standard bootstrap procedure is favorable is case-by-case and is ...

  6. Bootstrapping (finance) - Wikipedia

    en.wikipedia.org/wiki/Bootstrapping_(finance)

    Here, the term structure of spot returns is recovered from the bond yields by solving for them recursively, by forward substitution: this iterative process is called the bootstrap method. The usefulness of bootstrapping is that using only a few carefully selected zero-coupon products, it becomes possible to derive par swap rates (forward and ...