Quoting Oliver Klehn <oklehn@gmx.de>:
> 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.
I am not 100% sure it is the same problem without sample code but there has been
a fix for this recently. Can you check out you have this version of the
constructor?:
Distribution::Distribution (int nBuckets, Real xmin, Real xmax)
//-------------------------------------------------------------------------
: size_(nBuckets),
xmin_(xmin), xmax_(xmax), count_(nBuckets),
[...]
// ensure we match exactly the domain, otherwise we might fail the
// locate test because of precission mismatches
dx_.back() = xmax - x_.back();
}
Best regards
Pepe
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