Repetitive function calls in discountingbondengine.cpp

[StephenWong]

Within the file ql/pricingengines/bond/discountingbondengine.cpp there is the DiscountingBondEngine::calculate() method. Within this method, it sets results_.value and results_.settlementValue by calling the CashFlows::npv(...) function each time. It does this even if all the arguments of the two calls are identical.

Can we not check the arguments first and if they are identical, just call the CashFlows::npv(...) once? It is a bit of an eye sore for me to see all the other functions being called within CashFlows::npv(...) over and over even if there is no such need?

More explicitly, after the line

        results_.value = CashFlows::npv(arguments_.cashflows,
                                        **discountCurve_,
                                        includeRefDateFlows,
                                        results_.valuationDate,
                                        results_.valuationDate);

just insert

if ( includeRefDateFlows == false && results_.valuationDate == arguments_.settlementDate )
     results_.settlementValue = results.value;
else {

     results_.settlementValue = CashFlows::npv(arguments_.cashflows,
                                                                **discountCurve_,
                                                                false,
                                                                arguments_.settlementDate,
                                                                arguments_.settlementDate);

}
 
I know this does not look like much but it is a bit of a pain in the neck if one is going through the code, debugging etc and see all the function calls being made over and over when there is no need.

[Luigi Ballabio]

Done, thanks.

    Luigi


On Thu, Dec 22, 2011 at 11:46 PM, StephenWong <[hidden email]> wrote:

>
> Within the file ql/pricingengines/bond/discountingbondengine.cpp there is the
> DiscountingBondEngine::calculate() method. Within this method, it sets
> results_.value and results_.settlementValue by calling the
> CashFlows::npv(...) function each time. It does this even if all the
> arguments of the two calls are identical.
>
> Can we not check the arguments first and if they are identical, just call
> the CashFlows::npv(...) once? It is a bit of an eye sore for me to see all
> the other functions being called within CashFlows::npv(...) over and over
> even if there is no such need?
>
> More explicitly, after the line
>
>        results_.value = CashFlows::npv(arguments_.cashflows,
>                                        **discountCurve_,
>                                        includeRefDateFlows,
>                                        results_.valuationDate,
>                                        results_.valuationDate);
>
> just insert
>
> if ( includeRefDateFlows == false && results_.valuationDate ==
> arguments_.settlementDate )
>     results_.settlementValue = results.value;
> else {
>
>     results_.settlementValue = CashFlows::npv(arguments_.cashflows,
>
> **discountCurve_,
>                                                                false,
>
> arguments_.settlementDate,
>
> arguments_.settlementDate);
>
> }
>
> I know this does not look like much but it is a bit of a pain in the neck if
> one is going through the code, debugging etc and see all the function calls
> being made over and over when there is no need.
>
>
>
> --
> View this message in context: http://old.nabble.com/Repetitive-function-calls-in-discountingbondengine.cpp-tp33026149p33026149.html
> Sent from the quantlib-dev mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> Write once. Port to many.
> Get the SDK and tools to simplify cross-platform app development. Create
> new or port existing apps to sell to consumers worldwide. Explore the
> Intel AppUpSM program developer opportunity. appdeveloper.intel.com/join
> http://p.sf.net/sfu/intel-appdev
> _______________________________________________
> QuantLib-dev mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev

------------------------------------------------------------------------------
Write once. Port to many.
Get the SDK and tools to simplify cross-platform app development. Create
new or port existing apps to sell to consumers worldwide. Explore the
Intel AppUpSM program developer opportunity. appdeveloper.intel.com/join
http://p.sf.net/sfu/intel-appdev
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev