CPIbond

[Seyfullah ÇETİN]

Hi there,

 

I haven’t seen many examples of CPIBond usage. There is only one in test suite which is used for CPI Swap constintency. I tried to use some parts of that code chunk to create a CPIbond and access its methods. I can get some of them but for example, I can not access cleanprice(), it throws an exception. Is CPIbond a useable class or just still under construction?

 

Thanks in advance.

 

PS: I don’t have much of a finance knowledge.

 

M. Seyfullah ÇETİN Yazılım Geliştirme Uzmanı

[hidden email] Tel : [phone] Faks : 0212 356 47 88

 

 

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[Luigi Ballabio]

2012/3/16 Seyfullah ÇETİN <[hidden email]>

I haven’t seen many examples of CPIBond usage. There is only one in test suite which is used for CPI Swap constintency. I tried to use some parts of that code chunk to create a CPIbond and access its methods. I can get some of them but for example, I can not access cleanprice(), it throws an exception. Is CPIbond a useable class or just still under construction?

It should be usable.  What is the message of the exception? Setting up the inflation curves might be tricky.

Luigi
 

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[Seyfullah ÇETİN]

Hi again,

Here is the code. It is pretty much same as the the one in test suite.

In the line when I try to get the cleanprice() (cpiB.cleanPrice();), I get a
"Vector iterator offset out of range" exception.

-----Original Message-----
From: Luigi Ballabio [mailto:[hidden email]]
Sent: Tuesday, March 20, 2012 3:40 PM
To: Seyfullah ÇETİN
Subject: Re: [Quantlib-users] CPIbond

May you send to the mailing list some code that reproduces the problem?


2012/3/20 Seyfullah ÇETİN <[hidden email]>:
> We get a C++ vector exception.  It is thrown when Bond::notional(Date d)
is

> called. It is because notionalSchedule_ is empty I guess.
>
>
>
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: Tuesday, March 20, 2012 1:47 PM
> To: Seyfullah ÇETİN
> Cc: [hidden email]
> Subject: Re: [Quantlib-users] CPIbond
>
>
>
> 2012/3/16 Seyfullah ÇETİN <[hidden email]>
>
> I haven't seen many examples of CPIBond usage. There is only one in test
> suite which is used for CPI Swap constintency. I tried to use some parts

of

> that code chunk to create a CPIbond and access its methods. I can get some
> of them but for example, I can not access cleanprice(), it throws an
> exception. Is CPIbond a useable class or just still under construction?
>
>
> It should be usable.  What is the message of the exception? Setting up the
> inflation curves might be tricky.
>
> Luigi
>
>
>
>
> --
> This message has been scanned for viruses and
> dangerous content by MailScanner, and is
> believed to be clean.

--
This message has been scanned for viruses and
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