Quoting Oliver Klehn <
[hidden email]>:
> When using the synthetic cdo pricing engine sometimes there is thrown an
> error by the file Distribution::locate:
> Although it is true that "x >= x_.front() && x <= x_.back() + dx_.back()" in
> the QL_REQUIRE function sometimes there is thrown an error because the
> condition is not fulfilled due to rounding errors.
I am not 100% sure it is the same problem without sample code but there has been
a fix for this recently. Can you check out you have this version of the
constructor?:
Distribution::Distribution (int nBuckets, Real xmin, Real xmax)
//-------------------------------------------------------------------------
: size_(nBuckets),
xmin_(xmin), xmax_(xmax), count_(nBuckets),
[...]
// ensure we match exactly the domain, otherwise we might fail the
// locate test because of precission mismatches
dx_.back() = xmax - x_.back();
}
Best regards
Pepe
------------------------------------------------------------------------------
Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day
trial. Simplify your report design, integration and deployment - and focus on
what you do best, core application coding. Discover what's new with
Crystal Reports now.
http://p.sf.net/sfu/bobj-july_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Locked
