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by katmandu
November 7th, 2002, 7:54 am
Forum: Programming and Software Forum
Topic: Pointers or References?
Replies: 13
Views: 191113

Pointers or References?

<t>Actually, I'm doing some matrix computation and I have to create and destroy matrices often in computationif I write A = B * C + Deach time an operator+ or operator* declared likeMatrix operator*(Matrix &, Matrix &) { Matrix result; .... fill the matrix .... return result; // I don't want...
by katmandu
November 6th, 2002, 2:40 pm
Forum: Programming and Software Forum
Topic: Pointers or References?
Replies: 13
Views: 191113

Pointers or References?

<t>you are right, I would like to return a referenceMyClass& some_function(double a)but I dont know where to create it. if I create in the heap I'll need some ref-count and to know who will destroy my object.so I found a Handle<class T> in Stroustroup book (actually it is the QuantLib implementa...
by katmandu
November 6th, 2002, 11:07 am
Forum: Programming and Software Forum
Topic: Pointers or References?
Replies: 13
Views: 191113

Pointers or References?

you are right...I think I'll use a sort of Handle class I've found in Stroustroup book... but it is not so elegant as I wanted!I mean: can I find in the STL somethig useful?thanksbye
by katmandu
November 6th, 2002, 7:16 am
Forum: Programming and Software Forum
Topic: Pointers or References?
Replies: 13
Views: 191113

Pointers or References?

<t>I have a little problem wiht classes in C++.1) I have to pass a class to a function2) I have to pass a class to a construcutor****************************************************************1) for the first case I declare my function like thisvoid function(MyClass &mc)....and I can pass desce...
by katmandu
November 5th, 2002, 4:22 pm
Forum: Technical Forum
Topic: Overnight Index Swap
Replies: 22
Views: 206319

Overnight Index Swap

Yes,1$ invested in a floating-leg of an OIS (that is invested everyday at the 1-day interest rate) growth "exactly" at the risk free ratethis "deposit" is "almost" exactly the sandard numeraire b(t) = exp(integral(0, t)(r(s)ds)) and so its present value today is 1$... I think...
by katmandu
November 5th, 2002, 4:15 pm
Forum: Programming and Software Forum
Topic: HELP ON C++
Replies: 15
Views: 191770

HELP ON C++

<t>********************************+for (int i=0;i<10;i++) { // blah blah}// ... vc++ scoping on int i means i still in scopefor (i=0; i<10; i++) { // argh! what are they thinking?//blah blah blah}***********************************I don't know how many mistakes I've made beacause of this VC++ "feat...
by katmandu
November 5th, 2002, 1:50 pm
Forum: Technical Forum
Topic: Overnight Index Swap
Replies: 22
Views: 206319

Overnight Index Swap

<t>I've a question about OIS rates and Deposit rates.I can see that OIS rates are lower that correspondent deposit rates.I think that the no-arbitrage rate for an OIS is the deposit rate for the same maturity (e.g. 6 onths).The difference is about 20 bp (3.20 for deposit against 3.00 for OIS) for 6 ...
by katmandu
November 5th, 2002, 1:40 pm
Forum: Programming and Software Forum
Topic: HELP ON C++
Replies: 15
Views: 191770

HELP ON C++

<t>about MSVC and C++builderI'm using VC++ at wotk now and I would like to kill the guy who decided for it!I'm having a lot of trouble with visual interface and database access, and I remember when I used Borland products (Delphi or C++Builder which, whatever you can think about, are the "same" thin...
by katmandu
July 24th, 2002, 11:29 am
Forum: Programming and Software Forum
Topic: Volatile Functions from VBA
Replies: 5
Views: 190012

Volatile Functions from VBA

<t>Application.Volatile tells Excel to recalculate your function every time a recalculation occurs, even if no arguments change.Try to comment-out the code of your function (i mean, return immeditely from C code with, for example, return 1.0 and look if the problem persists. But I think you should t...
by katmandu
July 24th, 2002, 11:23 am
Forum: Programming and Software Forum
Topic: Profiling with MSVC 6.0
Replies: 10
Views: 192292

Profiling with MSVC 6.0

Hi guys, I'm trying to profile my code with MSVC 6.0, but I have some problems.I follow the guidelines, but the command "profile" in the "build" menu never get enabled.Is there some strange option I should check before profiling?thanksbye