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From: <da...@el...> - 2020-11-23 17:25:42
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Hi, hope everyone is well. A simple question: does QuantLib define NaN somewhere? I have a sparse QuantLib::Array and want to set un-used elements to NaN so I can see which elements are valid and which aren't. a) Is there any conceptual problem with this? b) how do I set a Real to NaN in QL? c) should I be using a std::vector instead, which could hold a pair<bool,Real> with the bool used to denote a valid value? Thanks David Sansom |