Re: [Quantlib-dev] money comparison

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

Matt,
	both behaviors are provided on purpose, same as for floats.  One can
use m1 == m2 for exact comparison, and close_enough for fuzzy comparison
including rounding.

Regards,
	Luigi


On Fri, 2011-09-02 at 16:36 -0600, Matt Fair wrote:
> 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
> 
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-- 

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