Re: [Quantlib-dev] money comparison

[Matt F. <mat...@gm...>]

I noticed that there are already functions that do exactly what I described.
Here is a modification to money.cpp that I think would make sense:

Index: money.cpp
===================================================================
--- money.cpp    (revision 17937)
+++ money.cpp    (working copy)

@@ -103,17 +105,7 @@

     bool operator==(const Money& m1, const Money& m2) {
         if (m1.currency() == m2.currency()) {
-            return m1.value() == m2.value();
-        } else if (Money::conversionType == Money::BaseCurrencyConversion)
{
-            Money tmp1 = m1;
-            convertToBase(tmp1);
-            Money tmp2 = m2;
-            convertToBase(tmp2);
-            return tmp1 == tmp2;
-        } else if (Money::conversionType == Money::AutomatedConversion) {
-            Money tmp = m2;
-            convertTo(tmp, m1.currency());
-            return m1 == tmp;
+                        return close_enough(m1, m2);
         } else {
             QL_FAIL("currency mismatch and no conversion specified");
         }

Matt


On Fri, Sep 2, 2011 at 2:22 PM, Matt Fair <mat...@gm...> wrote:

> I'm wondering if in money.cpp for bool operator==(const Money& m1, const
> Money& m2), the comparison between two double values should not be a
> straight ==.  But instead there should be a is_equal function with an
> epselon to compare the two values.  Because due to how the system stores
> numbers, double values can be shifted slightly when operations are performed
> on them.  I'm having problems comparing two money values because of several
> math operations, they aren't quite the same.
>
> Given:
>
> bool is_equal(double d1, double d2)
> {
>         if(abs(d1-d2)<epsilon)
>                 return true;
>         return false;
> }
>
>
> Where epsilon could be defined by the currency precision.
>
> I would suggest:
> return m1.value() == m2.value();
>
> be changed to:
> return is_equal(m1.value(), m2.value());
>
> See the following links for more info:
> http://www.cplusplus.com/forum/articles/3827/
> http://www.cygnus-software.com/papers/comparingfloats/comparingfloats.htm
>
> Thanks,
> Matt
>