Hi Luigi,
My mistake, I did not realize at the beginning that floating point errors were raised only at the next FPU call.
François
-----Original Message-----
From:
[hidden email] [mailto:
[hidden email]] On Behalf Of Luigi Ballabio
Sent: Thursday, September 20, 2007 3:21 PM
To:
[hidden email]
Subject: Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib: [12748]trunk/QuantLib/ql
On Thu, 2007-09-20 at 06:17 -0700,
[hidden email] wrote:
> Modified: trunk/QuantLib/ql/termstructure.hpp
> ===================================================================
> --- 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 @@
> }
>
> 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
--
I hate quotations.
-- Ralph Waldo Emerson
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