Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/default-constructor-again-tp7615p7616.html
On Wed, 2009-09-02 at 10:12 +1000, Yan Kuang wrote:
> I wrote a class (sorry I am still using excel date)
>
> class adtZeroCurve
> {
> public:
> adtZeroCurve(std::vector<double>& vDate, std::vector<double>&
> vZeroRate,
> doublevalDate)
> {
> m_ValDate=valDate;
> //pdtInt = boost::shared_ptr<LinearInterpolation>(new
> LinearInterpolation(vDate.begin(), vDate.end(), vZeroRate.end()));
> //pdtInt->update();
> adtInt =LinearInterpolation(vDate.begin(),
> vDate.end(), vZeroRate.end());
> }
> virtual~adtZeroCurve();
> doublegetDF(double aDate) {
> doublezr = adtInt(aDate);
> returnpow(1 / (1 + zr/2) ,((aDate -
> m_ValDate)/365*2));
> }
>
> private:
>
> //boost::shared_ptr<LinearInterpolation> pdtInt;
> LinearInterpolation adtInt;
> doublem_ValDate;
> };
A note: LinearInterpolation doesn't copy the values, so you'll need to
store the two vectors as well to make sure that they are not deleted and
leave your interpolation dangling.
> As I am using getDF very, very often, for efficiency I just want to
> call LinearInterpolation constructor (copy) once.
Of course.
> But the above code
> won't compile naturally until I add default constructor to
> LinearInterpolation: LinearInterpolation(){}
Most of your default-constructor problems will disappear if you use
member initializers instead of assigning to members inside the
constructor body. For example:
class adtZeroCurve
{
private:
std::vector<double> m_vDate;
std::vector<double> m_vZeroRate;
LinearInterpolation adtInt;
double m_ValDate;
public:
adtZeroCurve(const std::vector<double>& vDate,
std::vector<double>& vZeroRate,
double valDate)
: m_vDate(vDate), m_vZeroRate(vZeroRate),
adtInt(m_vDate.begin(), m_vDate.end(), m_vZeroRate.begin()),
m_valDate(valDate)
{}
virtual ~adtZeroCurve();
double getDF(double aDate) {
double zr = adtInt(aDate);
return pow(1 / (1 + zr/2) ,((aDate - m_ValDate)/365*2));
}
};
> On one hand, this example may demonstrate the need of a default
> constructor. On the other hand I would like someone to point
> out an alternative using boost::shared_ptr.
That would be:
class adtZeroCurve
{
private:
std::vector<double> m_vDate;
std::vector<double> m_vZeroRate;
shared_ptr<LinearInterpolation> adtInt;
double m_ValDate;
public:
adtZeroCurve(const std::vector<double>& vDate,
std::vector<double>& vZeroRate,
double valDate)
: m_vDate(vDate), m_vZeroRate(vZeroRate),
m_valDate(valDate)
{
adtInt = shared_ptr<LinearInterpolation>(
new LinearInterpolation(
m_vDate.begin(), m_vDate.end(), m_vZeroRate.begin()));
}
double getDF(double aDate) {
double zr = (*adtInt)(aDate);
return pow(1 / (1 + zr/2) ,((aDate - m_ValDate)/365*2));
}
};
Luigi
--
Just remember what ol' Jack Burton does when the earth quakes, the
poison arrows fall from the sky, and the pillars of Heaven shake. Yeah,
Jack Burton just looks that big old storm right in the eye and says,
"Give me your best shot. I can take it."
-- Jack Burton, "Big trouble in Little China"
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