[lmi-commits] [lmi] master 8e48e14a 5/6: Don't force long double type for reciprocals

[Greg Chicares]

branch: master
commit 8e48e14a5326c9fde9e90072d0898b8ef40da3cd
Author: Gregory W. Chicares <gchicares@sbcglobal.net>
Commit: Gregory W. Chicares <gchicares@sbcglobal.net>

    Don't force long double type for reciprocals
---
 math_functions.hpp | 26 +++++++++++---------------
 1 file changed, 11 insertions(+), 15 deletions(-)

diff --git a/math_functions.hpp b/math_functions.hpp
index fa1f75a0..778ee1d4 100644
--- a/math_functions.hpp
+++ b/math_functions.hpp
@@ -137,11 +137,10 @@ struct i_upper_n_over_n_from_i
             return -1.0;
             }
 
-        static long double const reciprocal_n = T(1) / n;
+        constexpr T reciprocal_n = T(1) / n;
         // naively:    (1+i)^(1/n) - 1
         // substitute: (1+i)^n - 1 <-> std::expm1(std::log1p(i) * n)
-        long double z = std::expm1(std::log1p(i) * reciprocal_n);
-        return static_cast<T>(z);
+        return std::expm1(std::log1p(i) * reciprocal_n);
         }
 };
 
@@ -166,8 +165,7 @@ struct i_from_i_upper_n_over_n
         {
         // naively:    (1+i)^n - 1
         // substitute: (1+i)^n - 1 <-> std::expm1(std::log1p(i) * n)
-        long double z = std::expm1(std::log1p(i) * n);
-        return static_cast<T>(z);
+        return std::expm1(std::log1p(i) * n);
         }
 };
 
@@ -198,11 +196,10 @@ struct d_upper_n_from_i
             throw std::range_error("i equals -100%.");
             }
 
-        static long double const reciprocal_n = T(1) / n;
+        constexpr T reciprocal_n = T(1) / n;
         // naively:    n * (1 - (1+i)^(-1/n))
         // substitute: (1+i)^n - 1 <-> std::expm1(std::log1p(i) * n)
-        long double z = -n * std::expm1(std::log1p(i) * -reciprocal_n);
-        return static_cast<T>(z);
+        return -n * std::expm1(std::log1p(i) * -reciprocal_n);
         }
 };
 
@@ -229,7 +226,7 @@ struct net_i_from_gross
     static_assert(0 < n);
     T operator()(T const& i, T const& spread, T const& fee) const
         {
-        static long double const reciprocal_n = T(1) / n;
+        constexpr T reciprocal_n = T(1) / n;
         // naively:
         //   (1
         //   +   (1+     i)^(1/n)
@@ -237,15 +234,14 @@ struct net_i_from_gross
         //   -         fee *(1/n)
         //   )^n - 1
         // substitute: (1+i)^n - 1 <-> std::expm1(std::log1p(i) * n)
-        long double z = std::expm1
+        return std::expm1
             (
             n * std::log1p
                 (   std::expm1(reciprocal_n * std::log1p(i))
                 -   std::expm1(reciprocal_n * std::log1p(spread))
-                -          reciprocal_n * fee
+                -              reciprocal_n * fee
                 )
             );
-        return static_cast<T>(z);
         }
 };
 
@@ -301,16 +297,16 @@ struct coi_rate_from_q
             }
         else
             {
-            static long double const reciprocal_12 = T(1) / 12;
+            constexpr T reciprocal_12 = T(1) / 12;
             // naively:    1 - (1-q)^(1/12)
             // substitute: (1+i)^n - 1 <-> std::expm1(std::log1p(i) * n)
-            long double monthly_q = -std::expm1(std::log1p(-q) * 
reciprocal_12);
+            T monthly_q = -std::expm1(std::log1p(-q) * reciprocal_12);
             if(T(1) == monthly_q)
                 {
                 throw std::logic_error("Monthly q equals unity.");
                 }
             monthly_q = monthly_q / (T(1) - monthly_q);
-            return std::min(max_coi, static_cast<T>(monthly_q));
+            return std::min(max_coi, monthly_q);
             }
         }
 };