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From: hankel_o_fung_at_[hidden]
Date: 2001-03-25 09:58:20

--- In boost_at_y..., "Jerome Lecomte" <jlecomte_at_i...> wrote:
> --- In boost_at_y..., hankel_o_fung_at_y... wrote:
> > --- In boost_at_y..., "David Abrahams" <abrahams_at_m...> wrote:
> > > > IMHO, it is natural to use both index styles in a single
> problem,
> > >
> > > (!) How does /that/ situation come up?
> > A typical scenario is that you want to index n+1 increasing time
> > points as well as the n time intervals (or their lengths)
> > by these points. In some problem domains (e.g., financial option
> > pricing), it is natural to use 1-based indices for time periods
> > and 0-based indices for the time points.
> So arrays are 0-based or 1-based on a per object basis depending on
> what they represent ... As far as I am concerned this not natural.
Perhaps not. I admit that I am subjective. Yet, I still like to
see both index styles supported. After all, I don't own my code
--- my clients do ;-) And if I want to implement some published
algorithm, I think I'd better follow the original paper's subscript

> And I work in the same application domain.
Hee hee, but I'm not. I've just done some research in private on
derivative pricing. So your opinion is definitely more authoritative
than mine.


> Jerome

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