Access violation error when HullWhite Class made

[다.김호진]

Dear All,

 

I’ve made the C++ module which calibrates an shortrate model parameters using swaption vols. (it’s pretty simple, I referred the existing example within the quantlib)

 

And in a excel vba of 2010 version, I had checked the result of my module, and it worked well.

 

However, I’ve faced an error when I try to fetch it to the visual basic 6 project.

 

Followings are error messages:

 

First-chance exception at 0x7609C42D in VB6.EXE: Microsoft C++ exception: QuantLib::Error at memory location 0x0018DC38.

First-chance exception at 0x7609C42D in VB6.EXE: Microsoft C++ exception: QuantLib::Error at memory location 0x0018DC38.

First-chance exception at 0x0FA9174E (VBA6.DLL) in VB6.EXE: 0xC0000005: Access violation reading location 0x00000000.

First-chance exception at 0x0FA9174E (VBA6.DLL) in VB6.EXE: 0xC0000005: Access violation reading location 0x00000000.

First-chance exception at 0x0FA9174E (VBA6.DLL) in VB6.EXE: 0xC0000005: Access violation reading location 0x00000000.

 

From Debug mode, I’ve found the it occurs at the line marked red:

 

HullWhite::HullWhite(const Handle<YieldTermStructure>& termStructure,

                         Real a, Real sigma)

    : Vasicek(termStructure->forwardRate(0.0, 0.0, Continuous, NoFrequency),

                                         a, 0.0, sigma, 0.0),

      TermStructureConsistentModel(termStructure) {

        b_ = NullParameter();

        lambda_ = NullParameter();

        generateArguments();

 

        registerWith(termStructure);

    }

 

Which called from:

 

boost::shared_ptr<HullWhite> hwModel(new HullWhite(index->forwardingTermStructure(), sptrResult->getAlpha(), sptrResult->getSigma()));

 

Best regards,

Hojin

 

--

 

Hojin Kim

Korea Asset Pricing

 

Tel: [phone]

E-mail: [hidden email]

 

 

------------------------------------------------------------------------------

_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users