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From: Ioannis R. <qua...@de...> - 2023-01-04 18:12:44
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Does anyone have a clue on why the statement (found in blackovernightindexedcouponpricer.cpp) T += std::pow(fixingEndTime - T, 3.0) / std::pow(fixingEndTime - T, 2.0) / 3.0; is not coded much more simply as T +=( fixingEndTime - T ) / 3.0; The two variables T and fixingEndTime are both double. I am only asking in case there is some sort of sophisticated trick that I am missing. Ioannis -- Diese E-Mail wurde von Avast-Antivirussoftware auf Viren geprüft. www.avast.com |