Posted by
Vadim Ogranovich-3 on
May 09, 2002; 11:21am
URL: http://quantlib.414.s1.nabble.com/Null-double-and-arithmetics-tp2054p2055.html
I did some research / experiments with g++3.0.4 on Linux. They have isnan(),
et. al. defined in <cmath>. Below is the code that generates a NaN and
confirms that the NaN behaves as expected.
//foo.cpp
#include <iostream>
#include <cmath>
using namespace std;
int main()
{
double x = 1.0/0.0;
cout << "NaN=" << isnan(x) << " Inf=" << isinf(x) << '\n';
x = 0.0/0.0;
cout << "NaN=" << isnan(x) << " Inf=" << isinf(x) << '\n';
x *= 0.1;
cout << "NaN=" << isnan(x) << " Inf=" << isinf(x) << '\n';
return 0;
}
$ ./foo
NaN=0 Inf=1
NaN=1 Inf=0
NaN=1 Inf=0
I'd wrap Null<double> around this.
Another comment. I find the b) proposal overly restrictive for doubles at
least. I do want to be able store NaN in a double to indicate that a value
is either not initialized or can not possibly have a reasonable value, e.g.
implied volatility of an option traded below intrinsic value, or whatever.
I have no opinion what to do about Null<int>. I can see a situation where
Null<int> can be involved in arithmetics, for example a class can represent
the number of stock shares by int, set it to Null<int> when the value is not
known, and then compute price*shares and expect it to come out Null<double>.
However I am not sure that all this is worth the trouble given that there is
no compiler support for this.
Thanks, Vadim
-----Original Message-----
From: Luigi Ballabio [mailto:
[hidden email]]
Sent: Thursday, May 09, 2002 7:27 AM
...
I think what we can do is:
a) we can #define Null<T> in a compiler-dependent way, so that we get to
use NaNs for VC++ and stick to some ql-defined value for the other
compilers;
b) or we can redefine Null<T> to throw an error when one tries to cast it
to an actual int or double or whatever T is. Albeit rudely, this would
notify the user, should he ever try to do Null<double>()/100.0, instead of
letting wrong values enter the computations.
c) both of the above (NaN for VC++, throw for the others)
Thoughts?
Bye,
Luigi
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