Re: [Quantlib-dev] market models code

[Mark j. <mar...@gm...>]

Ok you've convinced me that valarray is bad. I hate classes where =
doesn't do what you expect!

vector<bool> is bad too.

Maybe we should be using a boost class for arrays of bools.

best

mark


2009/11/13 Luigi Ballabio <lui...@gm...>:
> On Tue, 2009-11-10 at 14:07 +1100, Mark joshi wrote:
>> as you'll have noticed I've been doing some fiddling with the market
>> models code.
>
> Mark,
>        just for future reference: when using gcc, the test suite was failing
> hard (access violations and such.)  It turns out that according to the C
> ++ standard, the valarray assignment operator is only required to work
> when the two sides of the assignment have the same size (yes, one never
> ends learning C++.)   More details in the standard and at
> <http://groups.google.com/group/comp.lang.c
> ++/browse_thread/thread/b9ac323fd7f5578b/dba133d7b15e91e0?hl=en&ie=UTF-8>.
>
> Therefore, when one writes
>
> valarray<Foo> v1;
> v1 = some_function();
>
> where some_function returns a (presumably not empty) valarray, the
> behavior is undefined (the above effectively occurs, for instance, when
> a valarray data member is initialized in the constructor body.)  Visual
> C++ tries to help the average programmer and does what one would expect
> (i.e., resize v1 and copy.)  Instead, gcc silently ignore the assignment
> so that v1 ends up still empty.  You say it's kind of snob of gcc? My
> reaction exactly.  Well, my second reaction.  The first involved a lot
> of cursing.
>
> Conclusion: I committed a few changes to keep the code portable.
> Basically, one has to include a few valarray.resize() calls before
> assignment. Unfortunately, we'll have to keep that in mind when we write
> new valarray code.
>
> Luigi
>
>
> P.S. About the MarketModel example: please whistle in my general
> direction when it's done, so I can backport it to the 1.0 branch.
> Thanks.
>
>
>
> --
>
> I'd never join any club that would have the likes of me as a member.
> -- Groucho Marx
>
>
>



-- 
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Assoc Prof Mark Joshi
Centre for Actuarial Studies
University of Melbourne
My website is www.markjoshi.com