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From: Chris K. <chr...@ya...> - 2008-03-28 11:48:37
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Hi,
re:
"
I can speed it up quite a bit if I can re-use some
intermediate results when some parameters are the
same. But this requires me to introduce some data
members to AnalyticGJRGARCHengine and assign values to
them during calculate(). But calculate() is a const
function, so I can't really do that. What do you think
I should do?
"
If you need some local data, then declare it mutable (=never const),
this overrides the const in calculate(). Use with care:
http://www.highprogrammer.com/alan/rants/mutable.html
This is done elsewhere in QL.
Regards,
Chris
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From: Yee M. C. <ym...@ya...> - 2008-03-29 00:57:06
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Hi Chris Thanks for your hint. I added the code to re-use intermediate results in the analytic GJR-GARCH engine. I also fixed a bug in gjrgarchprocess. Please update my previously sent files with these five attached files Attached files: test-suite/gjrgarchmodel.cpp ql/processes/gjrgarchprocess.hpp ql/processes/gjrgarchprocess.cpp ql/pricingengines/vanilla/analyticgjrgarchengine.hpp ql/pricingengines/vanilla/analyticgjrgarchengine.cpp Yee Man --- Chris Kenyon <chr...@ya...> wrote: > > Hi, > > re: > " > I can speed it up quite a bit if I can re-use > some > intermediate results when some parameters are the > same. But this requires me to introduce some data > members to AnalyticGJRGARCHengine and assign values > to > them during calculate(). But calculate() is a const > function, so I can't really do that. What do you > think > I should do? > " > > If you need some local data, then declare it mutable > (=never const), > this overrides the const in calculate(). Use with > care: > http://www.highprogrammer.com/alan/rants/mutable.html > This is done elsewhere in QL. > > Regards, > Chris > > > ------------------------------------------------------------------------- > Check out the new SourceForge.net Marketplace. > It's the best place to buy or sell services for > just about anything Open Source. > http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketplace> _______________________________________________ > QuantLib-dev mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > ____________________________________________________________________________________ Looking for last minute shopping deals? Find them fast with Yahoo! Search. http://tools.search.yahoo.com/newsearch/category.php?category=shopping |
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From: Yee M. C. <ym...@ya...> - 2008-04-04 19:04:14
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Any updates to the status of my GJR-GARCH contribution? I haven't heard anything for a week. Thanks Yee Man --- Yee Man Chan <ym...@ya...> wrote: > > Hi Chris > > Thanks for your hint. I added the code to re-use > intermediate results in the analytic GJR-GARCH > engine. > > I also fixed a bug in gjrgarchprocess. > > Please update my previously sent files with these > five attached files > > Attached files: > test-suite/gjrgarchmodel.cpp > ql/processes/gjrgarchprocess.hpp > ql/processes/gjrgarchprocess.cpp > ql/pricingengines/vanilla/analyticgjrgarchengine.hpp > ql/pricingengines/vanilla/analyticgjrgarchengine.cpp > > Yee Man > > --- Chris Kenyon <chr...@ya...> wrote: > > > > > Hi, > > > > re: > > " > > I can speed it up quite a bit if I can re-use > > some > > intermediate results when some parameters are the > > same. But this requires me to introduce some data > > members to AnalyticGJRGARCHengine and assign > values > > to > > them during calculate(). But calculate() is a > const > > function, so I can't really do that. What do you > > think > > I should do? > > " > > > > If you need some local data, then declare it > mutable > > (=never const), > > this overrides the const in calculate(). Use with > > care: > > > http://www.highprogrammer.com/alan/rants/mutable.html > > This is done elsewhere in QL. > > > > Regards, > > Chris > > > > > > ------------------------------------------------------------------------- > > Check out the new SourceForge.net Marketplace. > > It's the best place to buy or sell services for > > just about anything Open Source. > > > http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketplace> > _______________________________________________ > > QuantLib-dev mailing list > > Qua...@li... > > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > > > ____________________________________________________________________________________ > Looking for last minute shopping deals? > Find them fast with Yahoo! Search. http://tools.search.yahoo.com/newsearch/category.php?category=shopping> ------------------------------------------------------------------------- > Check out the new SourceForge.net Marketplace. > It's the best place to buy or sell services for > just about anything Open Source. > http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketplace> _______________________________________________ > QuantLib-dev mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > ____________________________________________________________________________________ You rock. That's why Blockbuster's offering you one month of Blockbuster Total Access, No Cost. http://tc.deals.yahoo.com/tc/blockbuster/text5.com |
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From: Luigi B. <lui...@gm...> - 2008-04-05 13:22:39
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On Apr 4, 2008, at 9:04 PM, Yee Man Chan wrote: > Any updates to the status of my GJR-GARCH > contribution? I haven't heard anything for a week. Yee Man, sorry---I've been busy this week. I'll try and put it in shortly. Luigi |
