Re: eval date-problem solved

Posted by JURAJ HUSKA on
URL: http://quantlib.414.s1.nabble.com/eval-date-problem-solved-tp1121p1132.html

HI,

I just tried to run the function in which I compute the yieldcurves and removed the part where I dispose of the SwapRateHelper, instead I forced garbage collection right after I run the function

GC.Collect ();
GC.WaitForPendingFinalizers();


which also fixes the problem. I am being told this isn't a great solution either as those two lines of code could affect other running processes.In any case, it seems to come down to some garbage collection issues.

Juraj

On 7/10/07, Toyin Akin <[hidden email]> wrote:

Hi,

Yes you're right.

I reckon you might have it there with the notification logic.

But if that is the case, if you write significant amount of code based on
the C# wrapper, you are likely to encounter various places where the logic
will slow down based on unneeded notifications.

Geez, It just goes to show that the garbage collection methodology doesn't
play at all well with notification messages where you have this sort of
Observer pattern. At least with the QuantLib C# wrapper anyway

I wonder how regular .NET objects work written with the Observer pattern,
where notifications are generated within a loop?

Maybe it would be possible to expose a method from the C# generated classes
to unregister itself.
However, I think that unlike the Dispose() method, this may act on all
referenced objects (the one within the array as well as itself in our loop
example).

If this is indeed true, it's hard to see an elegant solution to this.
Besides turning off notification altogether.

Toyin Akin
CapeTools QuantTools
www.QuantTools.com

>From: Luigi Ballabio <[hidden email]>
>To: Toyin Akin <[hidden email]>
>CC: [hidden email], [hidden email]
>Subject: Re: [Quantlib-users] eval date-problem solved
>Date: Tue, 10 Jul 2007 11:33:03 +0200
>
>On Tue, 2007-07-10 at 10:07 +0100, Toyin Akin wrote:
> > If the latter point is true, then this issue would/should also be
>present
> > within the c++ layer. Might be interesting to write the c++ version of
>this
> > example to compare...
>
>Yes, I though about this. However, in the C++ version the helpers would
>be automatically deleted as soon as the corresponding curve goes out of
>scope at the end of the loop. Therefore, they would no longer be around
>to receive notifications when the evaluation date is changed at the
>beginning of the next loop. If one wanted to see the effect, one would
>have to store them somewhere so that they're kept alive.
>
>Luigi
>
>
>--
>
>The rule on staying alive as a forecaster is to give 'em a number or
>give 'em a date, but never give 'em both at once.
>-- Jane Bryant Quinn
>
>

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