[ quantlib-Patches-3599229 ] Precision issue in calculation of autocovariances fixed

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[ quantlib-Patches-3599229 ] Precision issue in calculation of autocovariances fixed

SourceForge.net
Patches item #3599229, was opened at 2013-01-02 08:22
Message generated for change (Tracker Item Submitted) made by shlagbaum
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3599229&group_id=12740

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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Slava Mazur (shlagbaum)
Assigned to: Nobody/Anonymous (nobody)
Summary: Precision issue in calculation of autocovariances fixed

Initial Comment:
On Win32 platform when input data vector is sufficiently long there is an issue with final calculation of autocovariances. The proposed patch fixes it.

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You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3599229&group_id=12740

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