Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib: [12748]trunk/QuantLib/ql

[DU V. DE V. F. G. P. <fra...@ca...>]

Hi Luigi,

My mistake, I did not realize at the beginning that floating point =
errors were raised only at the next FPU call.=20
Fran=E7ois

-----Original Message-----
From: qua...@li... =
[mailto:qua...@li...] On Behalf Of Luigi =
Ballabio
Sent: Thursday, September 20, 2007 3:21 PM
To: qua...@li...
Subject: Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib: =
[12748]trunk/QuantLib/ql

On Thu, 2007-09-20 at 06:17 -0700, fd...@us... wrote:
> Modified: trunk/QuantLib/ql/termstructure.hpp
> =
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D
> --- trunk/QuantLib/ql/termstructure.hpp	2007-09-20 13:13:26 UTC (rev =
12747)
> +++ trunk/QuantLib/ql/termstructure.hpp	2007-09-20 13:17:58 UTC (rev =
12748)
> @@ -164,6 +164,7 @@
>      }
> =20
>      inline Time TermStructure::timeFromReference(const Date& d) const =
{
> +        // FLOATING_POINT_EXCEPTION
>          return dayCounter().yearFraction(referenceDate(),d);
>      }

The error seems to be in the day counter. Why flagging code that merely
calls it?

Luigi



--=20

I hate quotations.=20
-- Ralph Waldo Emerson=20



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