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Thank you for your answers, I think that that will function if before carrying
out the function exp() I check the interval of the argument.
Equis Support wrote:
> LJ,
>
> I'm glad you have posted your question to the list, as I have tried to
> respond to your original question many times. The response always bounces
> back with an undeliverable address. At any rate, here is your original
> question and the response:
>
> -----Original Message-----
> From: MS Developers Kit
> Sent: Thursday, August 17, 2000 9:29 AM
> To: 'laurent.jacob@xxxxxxxxxxxxxx'
> Subject: FW: Exponential C fonction in MSX DLL
>
> Hello,
>
> You have not specified, but I assume you are using Microsoft Visual C++. By
> default, VC++ ignores most floating point exceptions. Before calling an MSX
> DLL, MetaStock (or MSXTest) enables the trapping of floating point
> exceptions in an attempt to minimize incorrect results.
>
> The exp() (which takes a double precision argument) produces an underflow
> condition when its argument is less than -708, and an overflow condition
> when its argument is greater than 709. When assigning the result of exp()
> to a single precision float, the effective argument range for exp drops to
> -87 to 88. VC++'s normal state is to ignore the underflow and produce a
> result of zero, or ignore the overflow and produce a result of infinity.
> You should calculate the argument that you are going to pass to exp, then
> check it for a valid range. Something like this should work:
>
> // calculate the argument for exp
> double lfTemp = -1 * RateInt * LifeTime;
> // perform the first part of the price calculation
> price = SpotPrice * tmp1;
> // if lfTemp is within valid range, perform rest of price calculation
> // otherwise, the result would be zero anyway so ignore the additional
> calculation.
> if (lfTemp >= -87 && lfTemp <= 88)
> price = ForceFloatRange(price - (StrikePrice * exp(lfTemp) * tmp2));
>
> Note: DO NOT suppress the detection of floating point errors in your MSX
> DLL. Instead, insert logic (like the above example) to handle potential
> errors.
>
> Good luck with your programming project.
>
> Regards,
> MSDevKit Support
>
> -----Original Message-----
> From: ljb [mailto:laurent.jacob@xxxxxxxxxxxxxx]
> Sent: Sunday, September 03, 2000 7:29 AM
> To: metastock@xxxxxxxxxxxxx
> Subject: MSDK and exp() C function
>
> hello,
> I use the MSDK to build new functions. I have a function in a DLL which
> uses the exponential function of C "exp() ". When I stress test this
> function, I obtain a overflow even if I place in front of a
> "ForceFloatRange" like this:
>
> ForceFloatRange ( exp(mydata) );
>
> Does somebody have a solution to avoid the overflow ?
>
> Thank you for your answer
>
> LJ
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