default constructor again

[Yan Kuang]

Hi All,

I am trying to use linear interpolator, I looked an example, it's like this.

               Real k(Time t, const I1& xBegin, const I1& xEnd) const {
            LinearInterpolation li(xBegin, xEnd, (coeffs_->k_).begin());
            return li(t);
        }
in abcddinterpolation.hpp

So I wrote a class (sorry I am still using excel date)

class adtZeroCurve  
{
public:
        adtZeroCurve(std::vector<double>& vDate, std::vector<double>& vZeroRate,
                double valDate)
        {
                m_ValDate=valDate;
                //pdtInt = boost::shared_ptr<LinearInterpolation>(new LinearInterpolation(vDate.begin(), vDate.end(), vZeroRate.end()));
                //pdtInt->update();
                adtInt =LinearInterpolation(vDate.begin(), vDate.end(), vZeroRate.end());
        }
        virtual ~adtZeroCurve();
        double getDF(double aDate) {
                double zr = adtInt(aDate);
                return pow(1 / (1 + zr/2) ,((aDate - m_ValDate)/365*2));
        }

private:
               
        //boost::shared_ptr<LinearInterpolation> pdtInt;
        LinearInterpolation adtInt;
        double m_ValDate;
};

As I am using getDF very, very often, for efficiency I just want to call LinearInterpolation constructor (copy) once. But the above code
won't compile naturally until I add default constructor to LinearInterpolation: LinearInterpolation(){}

On one hand, this example may demonstrate the need of a default constructor. On the other hand I would like someone to point
out an alternative using boost::shared_ptr.

Thanks,
Yan


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[Luigi Ballabio]

On Wed, 2009-09-02 at 10:12 +1000, Yan Kuang wrote:

> I wrote a class (sorry I am still using excel date)
>
> class adtZeroCurve  
> {
> public:
>         adtZeroCurve(std::vector<double>& vDate, std::vector<double>&
> vZeroRate,
>                 doublevalDate)
>         {
>                 m_ValDate=valDate;
>                 //pdtInt = boost::shared_ptr<LinearInterpolation>(new
> LinearInterpolation(vDate.begin(), vDate.end(), vZeroRate.end()));
>                 //pdtInt->update();
>                 adtInt =LinearInterpolation(vDate.begin(),
> vDate.end(), vZeroRate.end());
>         }
>         virtual~adtZeroCurve();
>         doublegetDF(double aDate) {
>                 doublezr = adtInt(aDate);
>                 returnpow(1 / (1 + zr/2) ,((aDate -
> m_ValDate)/365*2));
>         }
>
> private:
>                
>         //boost::shared_ptr<LinearInterpolation> pdtInt;
>         LinearInterpolation adtInt;
>         doublem_ValDate;
> };

A note: LinearInterpolation doesn't copy the values, so you'll need to
store the two vectors as well to make sure that they are not deleted and
leave your interpolation dangling.

> As I am using getDF very, very often, for efficiency I just want to
> call LinearInterpolation constructor (copy) once.

Of course.

> But the above code
> won't compile naturally until I add default constructor to
> LinearInterpolation: LinearInterpolation(){}

Most of your default-constructor problems will disappear if you use
member initializers instead of assigning to members inside the
constructor body. For example:

class adtZeroCurve
{
  private:
        std::vector<double> m_vDate;
        std::vector<double> m_vZeroRate;
        LinearInterpolation adtInt;
        double m_ValDate;
  public:
        adtZeroCurve(const std::vector<double>& vDate,
                     std::vector<double>& vZeroRate,
                     double valDate)
        : m_vDate(vDate), m_vZeroRate(vZeroRate),
          adtInt(m_vDate.begin(), m_vDate.end(), m_vZeroRate.begin()),
          m_valDate(valDate)
        {}

        virtual ~adtZeroCurve();
        double getDF(double aDate) {
                double zr = adtInt(aDate);
                return pow(1 / (1 + zr/2) ,((aDate - m_ValDate)/365*2));
        }
};

> On one hand, this example may demonstrate the need of a default
> constructor. On the other hand I would like someone to point
> out an alternative using boost::shared_ptr.

That would be:

class adtZeroCurve
{
  private:
        std::vector<double> m_vDate;
        std::vector<double> m_vZeroRate;
        shared_ptr<LinearInterpolation> adtInt;
        double m_ValDate;
  public:
        adtZeroCurve(const std::vector<double>& vDate,
                     std::vector<double>& vZeroRate,
                     double valDate)
        : m_vDate(vDate), m_vZeroRate(vZeroRate),
          m_valDate(valDate)
        {
          adtInt = shared_ptr<LinearInterpolation>(
              new LinearInterpolation(
                  m_vDate.begin(), m_vDate.end(), m_vZeroRate.begin()));
        }

        double getDF(double aDate) {
                double zr = (*adtInt)(aDate);
                return pow(1 / (1 + zr/2) ,((aDate - m_ValDate)/365*2));
        }
};

Luigi


--

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poison arrows fall from the sky, and the pillars of Heaven shake. Yeah,
Jack Burton just looks that big old storm right in the eye and says,
"Give me your best shot. I can take it."
-- Jack Burton, "Big trouble in Little China"



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[Yan Kuang]

Luigi Ballabio <[hidden email]> wrote on 02/09/2009 07:42:54 PM:

> On Wed, 2009-09-02 at 10:12 +1000, Yan Kuang wrote:
> > I wrote a class (sorry I am still using excel date)
> >
> > class adtZeroCurve  
> > {
> > public:
> >         adtZeroCurve(std::vector<double>& vDate, std::vector<double>&
> > vZeroRate,
> >                 doublevalDate)
> >         {
> >                 m_ValDate=valDate;
> >                 //pdtInt = boost::shared_ptr<LinearInterpolation>(new
> > LinearInterpolation(vDate.begin(), vDate.end(), vZeroRate.end()));
> >                 //pdtInt->update();
> >                 adtInt =LinearInterpolation(vDate.begin(),
> > vDate.end(), vZeroRate.end());
> >         }
> >         virtual~adtZeroCurve();
> >         doublegetDF(double aDate) {
> >                 doublezr = adtInt(aDate);
> >                 returnpow(1 / (1 + zr/2) ,((aDate -
> > m_ValDate)/365*2));
> >         }
> >
> > private:
> >                
> >         //boost::shared_ptr<LinearInterpolation> pdtInt;
> >         LinearInterpolation adtInt;
> >         doublem_ValDate;
> > };
>
> A note: LinearInterpolation doesn't copy the values, so you'll need to
> store the two vectors as well to make sure that they are not deleted and
> leave your interpolation dangling.
>
Thanks for the note!
 
> > As I am using getDF very, very often, for efficiency I just want to
> > call LinearInterpolation constructor (copy) once.
>
> Of course.
>
> > But the above code
> > won't compile naturally until I add default constructor to
> > LinearInterpolation: LinearInterpolation(){}
>
> Most of your default-constructor problems will disappear if you use
> member initializers instead of assigning to members inside the
> constructor body. For example:
>
> class adtZeroCurve
> {
>   private:
>         std::vector<double> m_vDate;
>         std::vector<double> m_vZeroRate;
>         LinearInterpolation adtInt;
>         double m_ValDate;
>   public:
>         adtZeroCurve(const std::vector<double>& vDate,
>                      std::vector<double>& vZeroRate,
>                      double valDate)
>         : m_vDate(vDate), m_vZeroRate(vZeroRate),
>           adtInt(m_vDate.begin(), m_vDate.end(), m_vZeroRate.begin()),
>           m_valDate(valDate)
>         {}
>
>         virtual ~adtZeroCurve();
>         double getDF(double aDate) {
>                 double zr = adtInt(aDate);
>                 return pow(1 / (1 + zr/2) ,((aDate - m_ValDate)/365*2));
>         }
> };
Very neat indeed, thanks.

>
> > On one hand, this example may demonstrate the need of a default
> > constructor. On the other hand I would like someone to point
> > out an alternative using boost::shared_ptr.
>
> That would be:
>
> class adtZeroCurve
> {
>   private:
>         std::vector<double> m_vDate;
>         std::vector<double> m_vZeroRate;
>         shared_ptr<LinearInterpolation> adtInt;
>         double m_ValDate;
>   public:
>         adtZeroCurve(const std::vector<double>& vDate,
>                      std::vector<double>& vZeroRate,
>                      double valDate)
>         : m_vDate(vDate), m_vZeroRate(vZeroRate),
>           m_valDate(valDate)
>         {
>      adtInt = shared_ptr<LinearInterpolation>(
>               new LinearInterpolation(
>                   m_vDate.begin(), m_vDate.end(), m_vZeroRate.begin()));
>    }
>
>         double getDF(double aDate) {
>                 double zr = (*adtInt)(aDate);
>                 return pow(1 / (1 + zr/2) ,((aDate - m_ValDate)/365*2));
>         }
> };
>
(*adtInt)(aDate):

I see, 'shared_ptr' have overloading operator *.

Many thanks,
Yan
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