I'm trying to implement a program that uses a time grid, and getting a weird
message. If I use a time grid of 100 steps, then my program runs fine. When I try to increase the number of time steps in the time grid, I get a message like "using inadequate time grid: the nodes closest to the required time t = 3.77413150685 are t1 = 3.77413150685 and t2 = 3.7791369863" (I'm using a time grid that goes from time 0.0 to time 5.0, and the program steps backward from the final time). It looks to me that the time grid should be fine, since one of the points matches the number within accuracy (or so it seems). Why would increasing the accuracy create a message like this? ------------------------------------------------------------------------- This SF.net email is sponsored by DB2 Express Download DB2 Express C - the FREE version of DB2 express and take control of your XML. No limits. Just data. Click to get it now. http://sourceforge.net/powerbar/db2/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
It seems that my problem comes from the precision required by the
close_enough(Real,Real) function that is used in the TimeGrid class. The error message in the TimeGrid::index function shows to the 12th decimal place, but close_enough is more precise than that (more than I need). Is there a way to change the precision in the TimeGrid, or should I just rely on TimeGrid::closestIndex? ------------------------------------------------------------------------- This SF.net email is sponsored by DB2 Express Download DB2 Express C - the FREE version of DB2 express and take control of your XML. No limits. Just data. Click to get it now. http://sourceforge.net/powerbar/db2/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
On Jun 21, 2007, at 9:29 PM, John Maiden wrote: > It seems that my problem comes from the precision required by the > close_enough(Real,Real) function that is used in the TimeGrid class. > The error > message in the TimeGrid::index function shows to the 12th decimal > place, but > close_enough is more precise than that (more than I need). Is there a > way to > change the precision in the TimeGrid, or should I just rely on > TimeGrid::closestIndex? John, you could edit the call to close_enough, but I think it's less trouble to use closestIndex(t) instead of t if you can. I'll try and relax the accuracy requirements for next release. Luigi ------------------------------------------------------------------------- This SF.net email is sponsored by DB2 Express Download DB2 Express C - the FREE version of DB2 express and take control of your XML. No limits. Just data. Click to get it now. http://sourceforge.net/powerbar/db2/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Free forum by Nabble | Edit this page |