Re: [Quantlib-dev] The Null<> Class

[Luigi B. <lui...@gm...>]

On Sat, 2009-09-26 at 17:35 +0200, Dima wrote:
> I still think we need a little wrapper instead of the pure optional
> class.
> It is not convenient to dereference the optional object in the code
> [...]
> A QuantLib rewriting example for the Instrument class:
> 
> // Optional version
> //---------------------------------------------------------------------------
> public:
> inline Instrument::Instrument(){} // no initialization of member
> needed
> 
> private:
> // make NPV_ an Optional variable
> Optional<Real> NPV_
> 
>  inline Real Instrument::NPV() const {
>         calculate();
>         QL_REQUIRE(NPV_.isInitialized(), "NPV not provided");
>         return NPV_;
>     }
> //---------------------------------------------------------------------------
> 
> 
> Of course, the Optional class has to be polished. Thoughts?

I don't know, I'm not fond of automatic conversions (as you might see
from the several "explicit" keywords we added to constructors...)
It's true that this means rewriting some code (or possibly a lot of it)
but I think it would be safer. And once we rule out explicit conversion,
the code is not that verbose. With boost::optional, the excerpt above
would be written as:

//---------------------------------------------------------------------------
public:
  Instrument::Instrument(){} // no initialization of member needed

private:
  // make NPV_ a boost::optional variable
  boost::optional<Real> NPV_;

  Real Instrument::NPV() const {
      calculate();
      QL_REQUIRE(NPV_, "NPV not provided");
      return *NPV_;
  }
//---------------------------------------------------------------------------


Luigi


-- 

The First Rule of Optimization: Don't do it. 
The Second Rule of Optimization (For experts only): Don't do it yet. 
-- Michael Jackson