Null<double> and arithmetics
Posted by Vadim Ogranovich-3 on May 07, 2002; 1:18pm
URL: http://quantlib.414.s1.nabble.com/Null-double-and-arithmetics-tp2054.html
Life may be more simple than I thought, it seems like comipilers have
support for NaN and Inf numbers. Below is a VC++ help page that makes me
think this is the case
_finite
Determines whether given double-precision floating point value is finite.
int _finite( double x );
Function Required Header Compatibility
_finite <float.h> Win 95, Win NT
For additional compatibility information, see Compatibility in the
Introduction.
Libraries
LIBC.LIB Single thread static library, retail version
LIBCMT.LIB Multithread static library, retail version
MSVCRT.LIB Import library for MSVCRT.DLL, retail version
Return Value
_finite returns a nonzero value (TRUE) if its argument x is not infinite,
that is, if -INF < x < +INF. It returns 0 (FALSE) if the argument is
infinite or a NaN.
Parameter
x
Double-precision floating-point value
Floating-Point Support Routines
See Also _isnan, _fpclass
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Hi,
Just want to make a suggestion. Currently
double x = Null<double>() * 0.01;
produces a valid double, which is confusing (I ran into it when I read
interest rates in %% and then converted to non-percent numbers).
I heard that there is a IEEE standard + libraries for things like NaN, Inf,
etc. It would be nice if Null<numeric> conform to that standard.
Another option is to use Rmath library (a standalone byproduct of R-project)
which seems to handle NaN-s properly, but I don't have first-hand experience
with it.
Thanks, Vadim
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