Re: rounding error in distribution.cpp

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/rounding-error-in-distribution-cpp-tp7994p7999.html

On Thu, 2009-09-10 at 09:58 +0200, Jose Aparicio-Navarro wrote:
> Quoting Oliver Klehn <[hidden email]>:
>
> > 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.

Possibly. I've fixed the requirement anyway.

Luigi


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It is better to know some of the questions than all of the answers.
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