Conditional Exception Handling

[Lapin]

Hi,

I would like to fill an array with teh engine results, but sometimes greeks are not filled.
In this case QL will throw an exception that I can catch without any issues.

My issue lies in the fact I don't think we can do conditional exception handling. By this I mean I would like to do:

if( barrierOption.delta() != ERROR )
   output[i]   = barrierOption.delta();

Does anybody knows how to do within QL framework?

Thanks

[Luigi Ballabio]

On Wed, 2007-10-03 at 08:43 -0700, Yomi wrote:
> My issue lies in the fact I don't think we can do conditional exception
> handling. By this I mean I would like to do:
>
> if( barrierOption.delta() != ERROR )
>    output[i]   = barrierOption.delta();
>
> Does anybody knows how to do within QL framework?

try {
    output[i]   = barrierOption.delta();
} catch (Error& e) {}

Luigi



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I hate quotations.
-- Ralph Waldo Emerson



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[Lapin]

Hi Luigi,

Unfortunately I have tried this, but it stalls and then crashes.
I use XLW to interface QL with Excel, so maybe it comes from this part.

Thanks anyway.

Luigi Ballabio wrote

On Wed, 2007-10-03 at 08:43 -0700, Yomi wrote:
> My issue lies in the fact I don't think we can do conditional exception
> handling. By this I mean I would like to do:
>
> if( barrierOption.delta() != ERROR )
>    output[i]   = barrierOption.delta();
>
> Does anybody knows how to do within QL framework?

try {
    output[i]   = barrierOption.delta();
} catch (Error& e) {}

Luigi



--

I hate quotations.
-- Ralph Waldo Emerson



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[e-mail]
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