Re: C: initializing automatics

[Brett Hutley <brett () hutley net>]

Andreas Saurwein wrote:

> At 1/12/2003 22:51 Monday, you wrote:
>
> > I also try to initialize variables to *appropriate* values as soon 
as they are declared. To take some code from my "Risk Quantify" project 
(note how every variable is declared and initialized to a "good" value 
as quickly as possible):

> > -- 8< -- snip -- 8< --
> > RQ_EXPORT double
> > rq_pricing_digital(
> >     short cash,
> >     short call,
> >     double S,
> >     double X,
> >     double r_dom,
> >     double r_for,
> >     double sigma,
> >     double tau_e,
> >     double tau_d
> >  )
> > {
> >     double m = (call ? 1.0 : -1.0);


*snip*

> Given your example I can see a typical severe flaw: parameters. The 
function accepts all parameters without validating their value.
> This is the same error which leads to buffer overflows. While it may 
not be critical with double values for a math function (besides of a 
possible /0 error), it is critical for any application which deals with 
values which may be out of range.

> Never trust that only and always valid parameters are passed.


2 things. This function is in a library. One of the applications that 
uses this library will potentially call this function 500 x 80 x 
1,000,000 times (a credit risk monte carlo simulation). This function 
needs to be as fast as possible. 2) If you pass bad values in, the 
*WORST* that can happen is that you get a NAN return value. In our 
application, this can be a *VALID* result - ie, we expect that the 
function may return NAN and treat it appropriately.


--
Brett Hutley [MAppFin,CISSP,SANS GCIH]
mailto:[EMAIL PROTECTED]
http://hutley.net/brett

"He who learns from one who is learning drinks from a running stream"
- Native American Indian Expression