rounding error in distribution.cpp

Posted by leibniz777 on
URL: http://quantlib.414.s1.nabble.com/rounding-error-in-distribution-cpp-tp7994.html

When using the synthetic cdo pricing engine sometimes there is thrown an error by the file Distribution::locate:
Although it is true that "x >= x_.front() && x <= x_.back() + dx_.back()" in the QL_REQUIRE function sometimes there is thrown an error because the condition is not fulfilled due to rounding errors.
--
GRATIS für alle GMX-Mitglieder: Die maxdome Movie-FLAT!
Jetzt freischalten unter http://portal.gmx.net/de/go/maxdome01

------------------------------------------------------------------------------
Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day
trial. Simplify your report design, integration and deployment - and focus on
what you do best, core application coding. Discover what's new with
Crystal Reports now.  http://p.sf.net/sfu/bobj-july
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users