Re: MarketModelPathwiseDiscounter::getFactors() does not resize factors vector

Posted by Andreas Spengler-2 on
URL: http://quantlib.414.s1.nabble.com/MarketModelPathwiseDiscounter-getFactors-does-not-resize-factors-vector-tp9362p9367.html

I am sorry, the context diff is obviously wrong - it should be:

*** pathwisediscounter.cpp.orig 2009-12-30 10:57:50.000000000 +0100
--- pathwisediscounter.cpp      2010-12-21 09:32:05.000000000 +0100
***************
*** 57,62 ****
--- 57,64 ----
      Real preDF = Discounts[currentStep][before_];
      Real postDF = Discounts[currentStep][before_+1];

+     factors.resize(numberRates_ + 1);
+
      for (Size i=before_+1; i<numberRates_; ++i)
          factors[i+1] =0.0;





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