some doubt about the the value of noDuplicatedFixing in "ql/index.hpp"

[rage-2]

hi guys, I have some doubt in the index class when determining the value of noDueplicateFixing.  pls help me figure out. thanks!

"ql/index.hpp"

this is the part that determining weather there is a duplicated value in the history:

while (dBegin != dEnd) {

                validFixing = isValidFixingDate(*dBegin);

                Real currentValue = h[*dBegin];

                missingFixing= forceOverwrite || close(currentValue,nullValue);

                if (validFixing) {

                    if (missingFixing)

                        h[*(dBegin++)] = *(vBegin++);

                    else if (close(currentValue,*(vBegin))) {

                        ++dBegin;

                        ++vBegin;

                    } else {

                        noDuplicatedFixing = false;

                        duplicatedDate = *(dBegin++);

                        duplicatedValue = *(vBegin++);

                    }

                } else {

                    noInvalidFixing = false;

                    invalidDate = *(dBegin++);

                    invalidValue = *(vBegin++);

                }

            }

------>I think this snippet has some problem

    else if (close(currentValue,*(vBegin))) {

++dBegin;

++vBegin;

    } else {

noDuplicatedFixing = false;

duplicatedDate = *(dBegin++);

duplicatedValue = *(vBegin++);

    }

----->I think it should look like this:

    else if (close(currentValue,*(vBegin))) {

noDuplicatedFixing = false;

duplicatedDate = *(dBegin++);

duplicatedValue = *(vBegin++);

    }

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[Ferdinando M. Ametrano-3]

if one is trying to add again an existing fixing (i.e. same date and
_same_ value) it is just silently ignored.

The noDuplicatedFixing alert is set to false only if trying to add a
different value for an existing fixing.

The noDuplicatedFixing variable should actually be called
noConflictingFixing instead

ciao -- Nando

On Tue, Nov 13, 2012 at 12:16 PM, rage <[hidden email]> wrote:

> hi guys, I have some doubt in the index class when determining the value of
> noDueplicateFixing.  pls help me figure out. thanks!
>
> "ql/index.hpp"
> this is the part that determining weather there is a duplicated value in the
> history:
>
> while (dBegin != dEnd) {
>                 validFixing = isValidFixingDate(*dBegin);
>                 Real currentValue = h[*dBegin];
>                 missingFixing= forceOverwrite ||
> close(currentValue,nullValue);
>                 if (validFixing) {
>                     if (missingFixing)
>                         h[*(dBegin++)] = *(vBegin++);
>                     else if (close(currentValue,*(vBegin))) {
>                         ++dBegin;
>                         ++vBegin;
>                     } else {
>                         noDuplicatedFixing = false;
>                         duplicatedDate = *(dBegin++);
>                         duplicatedValue = *(vBegin++);
>                     }
>                 } else {
>                     noInvalidFixing = false;
>                     invalidDate = *(dBegin++);
>                     invalidValue = *(vBegin++);
>                 }
>             }
>
> ------>I think this snippet has some problem
>     else if (close(currentValue,*(vBegin))) {
> ++dBegin;
> ++vBegin;
>     } else {
> noDuplicatedFixing = false;
> duplicatedDate = *(dBegin++);
> duplicatedValue = *(vBegin++);
>     }
>
> ----->I think it should look like this:
>     else if (close(currentValue,*(vBegin))) {
> noDuplicatedFixing = false;
> duplicatedDate = *(dBegin++);
> duplicatedValue = *(vBegin++);
>     }
>
>
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> Monitor your physical, virtual and cloud infrastructure from a single
> web console. Get in-depth insight into apps, servers, databases, vmware,
> SAP, cloud infrastructure, etc. Download 30-day Free Trial.
> Pricing starts from $795 for 25 servers or applications!
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> _______________________________________________
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> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

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