Posted by
Andreas Spengler-2 on
URL: http://quantlib.414.s1.nabble.com/MarketModelPathwiseDiscounter-getFactors-does-not-resize-factors-vector-tp9362p9366.html
Hi Luigi,
Am 24.12.2010 11:01, schrieb Luigi Ballabio:
> Andreas,
> I'm not sure, but I think it was a common theme of the market-model
> implementation that vectors should be initialized at the correct size by
> the calling code before being passed to methods (efficiency reasons and
> such.) Adding a resize() shouldn't cost much, but I'd leave the
> decision to Mark Joshi as he's the main developer of that part of the
> library (Mark, are you reading this? Any thoughts?)
Agreed. The point here, however, is that the calling object
(PathwiseAccountingEngine), initializes the factor variable to be of
size "numberOfProducts"...
Rgds,
Andreas
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