[ 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 (Comment added) made by lballabio
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: Closed
>Resolution: Accepted
Priority: 5
Private: No
Submitted By: Slava Mazur (shlagbaum)
>Assigned to: Luigi Ballabio (lballabio)
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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Comment By: Luigi Ballabio (lballabio)
Date: 2013-03-04 06:19

Message:
The patch was applied to the code repository.
It will be included in next release.
Thank you.


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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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