ql/Math/comparison.hpp File Reference

Detailed Description

floating-point comparisons

#include <ql/qldefines.hpp>

Include dependency graph for comparison.hpp:


Namespaces
namespace	QuantLib
Functions
bool	close (Real x, Real y, Size n=42)
bool	close_enough (Real x, Real y, Size n=42)

Function Documentation

bool close ( Real x,

Real y,

Size n = 42

)

Follows somewhat the advice of Knuth on checking for floating-point equality. The closeness relationship is:
$\mathrm{close}(x,y,n) \equiv |x-y| \leq \varepsilon |x| \wedge |x-y| \leq \varepsilon |y|$
where $\varepsilon$ is $ n $ times the machine accuracy.

bool close_enough ( Real x,

Real y,

Size n = 42

)

Follows somewhat the advice of Knuth on checking for floating-point equality. The closeness relationship is:
$\mathrm{close}(x,y,n) \equiv |x-y| \leq \varepsilon |x| \vee |x-y| \leq \varepsilon |y|$
where $\varepsilon$ is $ n $ times the machine accuracy.

QuantLib 0.3.8

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Reference manual

ql/Math/comparison.hpp File Reference

Detailed Description

Namespaces

Functions

Function Documentation