Re: [Quantlib-dev] precision in cubicsplineinterpolation (and in general)

[Sylvain B. <syl...@gm...>]

Anyway, I tried to change the QL_REAL from double to long double (it might
actually partially solve my issue).

But then I faced errors calling std::max with a long double on one side, and
0. on the other side. As everyone knows, 0. is a double, and max can only be
called with two args of the same type. I would need 0.L here.

If QL_REAL was changed to float, it would produce the same error, and I
would need 0.f here.

I'm quite confident on the fact that less than 0.1% of users have ever
thought of changing QL_REAL, but what if? Is QuantLib supposed to support
other types of Real?

Let me know how you guys feel...


On 7/23/08, Sylvain Bertrand <syl...@gm...> wrote:
>
> I assume this has never been an issue for anyone...
>
> I've looked around in the limits.h and other headers in the stdlib and
> boost, and I've come to the conclusion that increasing the precision of the
> Real would probably have a lot of impacts.
>
> Is anyone here familiar with those matters?
>
>
>  On 7/22/08, Sylvain Bertrand <syl...@gm...> wrote:
>>
>> Hi,
>>
>> As I'm working on spline implementations, I've encountered issues with the
>> precision of Real.
>>
>> The calculations I'm doing rely heavily on precision, and it is not an
>> option for me to consider 1e-20 as 0 or 2.0/3 as 0.666667.
>>
>> 2 things here:
>> - I want to raise to your attention the fact that the current spline
>> implementation is also affected by this (though to a lesser extent)
>> - I would like to know if any of you have used workarounds for this, and
>> what you did
>>
>> Thanks
>>
>> Sylvain
>>
>
>