operator < in Period class incorrect (sometimes)

[Chris Kenyon-2]

Dear All,

doing a comparison between Period(3, Months) and Period(1, Weeks) fails with "undecidable comparison" when < is used.  It obviously shouldn't.  I've opened a bug tracker item and uploaded a suggested fix.

Best,

[hidden email]

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// Demonstrates false undecidability in Period operator < using QuantLib-0.8.1.
#include <iostream>
#include <ql/quantlib.hpp>
using namespace std;
using namespace QuantLib;

int main (int argc, char * const argv[]) {
Period p3m(3, Months), p1w(1, Weeks);

cout<<"Hello, World! " << p3m << ", " << p1w << endl;

bool bigGTsmall = p3m > p1w;
cout << "bigGTsmall = " << bigGTsmall << endl;

// next comparison throws "undecidable comparison"
bool bigLTsmall = p3m < p1w;
cout << "bigLTsmall = " << bigLTsmall << endl;

return 0;
}

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[Luigi Ballabio]

On Tue, 2007-11-06 at 08:01 -0800, Chris Kenyon wrote:
> doing a comparison between Period(3, Months) and Period(1, Weeks)
> fails with "undecidable comparison" when < is used.  It obviously
> shouldn't.  I've opened a bug tracker item and uploaded a suggested
> fix.

Hi Chris,
        I've fixed it---thanks for the patch.

Luigi


--

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What goes up must come down. But don't expect it to come down
where you can find it. Murphy's Law applies to Newton's.



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[Toyin Akin]

 
Hi,
 
Within one of the FixedRateBond constructors you have the following code...

Date firstDate = (endOfMonth ? Date() : stubDate);
Date nextToLastDate = (endOfMonth ? stubDate : Date());
 
Shouldn't this be :
 
Date firstDate = (backward ? Date() : stubDate);
Date nextToLastDate = (backward ? stubDate : Date());
 
Toy out...
 

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[Toyin Akin]

Hi,
 
Can anybody confirm whether computing yields via the bond class where one specifies "SimpleThencompounded" as the Compounding type correctly reproduces the equivalent US Treasury yield value (assuming the correct DayCounters and schedules are produced).
 
Thanks in advance,
Toy out...

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[Luigi Ballabio]

On Thu, 2007-11-08 at 04:22 +0000, Toyin Akin wrote:

> Within one of the FixedRateBond constructors you have the following
> code...
>
> Date firstDate = (endOfMonth ? Date() : stubDate);
> Date nextToLastDate = (endOfMonth ? stubDate : Date());
>  
> Shouldn't this be :
>  
> Date firstDate = (backward ? Date() : stubDate);
> Date nextToLastDate = (backward ? stubDate : Date());

Yes, you're right. It's fixed now. Thanks for the heads-up.

Luigi


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all his clothes off and jumped in a mess of cactus. I asked him that
same question, "Why?"
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Vin: He said, "It seemed like a good idea at the time."
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