QuantLib › quantlib-users

Null 32bit floating data

Classic

List

Threaded

3 messages Options

simone pilozzi

Null 32bit floating data

Hi all,

I need a filter for 3.4028234663852886e+038 the no value for 32bit floating data (data points are coming from a bloomberg terminal).

Apparently the Null<Real>() does not work.

Are there remedies better than instantiate a new variable for this value ?

Thanks

------------------------------------------------------------------------------
Centralized Desktop Delivery: Dell and VMware Reference Architecture
Simplifying enterprise desktop deployment and management using
Dell EqualLogic storage and VMware View: A highly scalable, end-to-end
client virtualization framework. Read more!
http://p.sf.net/sfu/dell-eql-dev2dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

Luigi Ballabio

Re: Null 32bit floating data

On Thu, 2010-11-11 at 17:33 +0100, simone pilozzi wrote:
> I need a filter for 3.4028234663852886e+038 the no value for 32bit
> floating data (data points are coming from a bloomberg terminal).
> Apparently the Null<Real>() does not work.
> Are there remedies better than instantiate a new variable for this
> value ?

I'm not sure I follow. You mean that (x == Null<Real>()) doesn't work?
If it doesn't, what's the difference between the two numbers?

Luigi

--

A debugged program is one for which you have not yet found the
conditions that make it fail.
-- Jerry Ogdin

------------------------------------------------------------------------------
Centralized Desktop Delivery: Dell and VMware Reference Architecture
Simplifying enterprise desktop deployment and management using
Dell EqualLogic storage and VMware View: A highly scalable, end-to-end
client virtualization framework. Read more!
http://p.sf.net/sfu/dell-eql-dev2dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

simone pilozzi

Re: Null 32bit floating data

Hi Luigi,

I was wrong, the Null<Real>() works correctly.

The trouble was coming from a Bloomberg time series that was empty at some target calendar date.

In order to filter those data I used the find(QuantLib::Date t) method for a timeseries.

Using a condition like this

QuantLib::TimeSeries<Real>::const_iterator =i = ts.find(t);

// ts some timeseries<Real>

//t some Date

if (i->second != Null<Real>())

CODE....

works correctly

Before I used a condition like

if(i != ts.end())

........

Thanks

On 15 November 2010 11:54, Luigi Ballabio <[hidden email]> wrote:

On Thu, 2010-11-11 at 17:33 +0100, simone pilozzi wrote:
> I need a filter for 3.4028234663852886e+038 the no value for 32bit
> floating data (data points are coming from a bloomberg terminal).
> Apparently the Null<Real>() does not work.
> Are there remedies better than instantiate a new variable for this
> value ?

I'm not sure I follow. You mean that (x == Null<Real>()) doesn't work?
If it doesn't, what's the difference between the two numbers?

Luigi

--

A debugged program is one for which you have not yet found the
conditions that make it fail.
-- Jerry Ogdin