[Quantlib-users] Using NaN in Quantlib

[<da...@el...>]

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