Re: some doubt about the the value ofnoDuplicatedFixing in "ql/index.hpp"

Posted by rage-3 on
URL: http://quantlib.414.s1.nabble.com/Re-some-doubt-about-the-the-value-ofnoDuplicatedFixing-in-ql-index-hpp-tp1213.html

thank you Ferdinando, I got it.

Here duplicate means same date but different value,

I've been misled, 'conflict' is better

------------------ Original ------------------

From:  "Ferdinando Ametrano"<[hidden email]>;

Date:  Wed, Nov 14, 2012 11:04 PM

To:  "rage"<[hidden email]>;

Cc:  "QuantLib-users"<[hidden email]>;

Subject:  Re: [Quantlib-users] some doubt about the the value ofnoDuplicatedFixing in "ql/index.hpp"

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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