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Error in compiling of QuantLib examples

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ziegele

Error in compiling of QuantLib examples

Hello,

I am a starter of using QuantLib. I'm currently following the tutorial as shown in http://cogitolearning.co.uk/?p=332

The code I wrote in enclosed in attachment.main.cpp

If I follow exactly as what's shown in the tutorial, I got an error when compiling:

Then I figured out that there might be a typo in the tutorial, so I changed cashFlows[i].accept(addCashFlowVisitor); to cashFlows[i]->accept(addCashFlowVisitor);

However, I still got an error when trying to compile:

I'm wondering how to fix it?

Thanks

Yannis

Re: Error in compiling of QuantLib examples

Hi,

I think the problem lies with the line:

cashFlows.emplace_back(SimpleCashFlow(2.0, d1));

The elements in CashFlows are shared_ptr. Therefore you should pass an argument to emplace_back out of which a shared_ptr may be constructed.
So change the above line to: 
cashFlows.emplace_back(new SimpleCashFlow(2.0, d1));
Alternatively use 
cashFlows.push_back( boost::shared_ptr<CashFlow>(new SimpleCashFlow(2.0, d1)) );
Good luck,

Yannis

ziegele <[hidden email]> schrieb am 22:55 Dienstag, 24.Januar 2017:

Hello,

I am a starter of using QuantLib. I'm currently following the tutorial as
shown in http://cogitolearning.co.uk/?p=332
<http://http://cogitolearning.co.uk/?p=332>

The code I wrote in enclosed in attachment. main.cpp
<http://quantlib.10058.n7.nabble.com/file/n17991/main.cpp>

If I follow exactly as what's shown in the tutorial, I got an error when
compiling:
<http://quantlib.10058.n7.nabble.com/file/n17991/error1.jpg>

Then I figured out that there might be a typo in the tutorial, so I changed
cashFlows[i].accept(addCashFlowVisitor); to
cashFlows[i]->accept(addCashFlowVisitor);

However, I still got an error when trying to compile:
<http://quantlib.10058.n7.nabble.com/file/n17991/error2.jpg>

I'm wondering how to fix it?

Thanks

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ziegele

Re: Error in compiling of QuantLib examples

Thanks Yannis! It indeed fixes this error.

However, if I try to assign different types of inputs into the cashFlows vector:

I got SimpleCashFlow and Redemption calculated correctly, but AmortizingPayment didn't calculate:

Do you know why? Complete source code is also attached.

main.cpp

Thanks.

Yannis

Re: Error in compiling of QuantLib examples

You 're welcome!

Add the following code defining the default constructor inside the AddCashFlowAmounts class:

AddCashFlowAmounts() : cashFlowSum(0), simpleCashFlowSum(0), redemptionSum(0), amortizingPaymentSum(0) {}

This should initialize the variables to 0 when you call AddCashFlowAmounts addCashFlowsVisitor; inside the calcCashFlowSums function.

Regards.

Ioannis

ziegele <[hidden email]> schrieb am 16:11 Mittwoch, 25.Januar 2017:

Thanks Yannis! It indeed fixes this error.

However, if I try to assign different types of inputs into the cashFlows
vector:

<http://quantlib.10058.n7.nabble.com/file/n17994/input.jpg>

I got SimpleCashFlow and Redemption calculated correctly, but
AmortizingPayment didn't calculate:

<http://quantlib.10058.n7.nabble.com/file/n17994/output.jpg>

Do you know why? Complete source code is also attached.

main.cpp <http://quantlib.10058.n7.nabble.com/file/n17994/main.cpp>

Thanks.

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ziegele

Re: Error in compiling of QuantLib examples

Thanks Yannis!

1 last question: is there a way to emplace_back a CashFlow shared_ptr? It shows that it's purely virtual, which only serves as an interface:

Is there anyway of generating a non-zero report for "all other cash flows" part?

Thanks,
ziegele

Ioannis Rigopoulos

Re: Error in compiling of QuantLib examples

You 're welcome Ziegele,

1) No, because CashFlow is abstract and emplace_back relies on the existence of a constructor.

2) I am not familiar with the visitor pattern, but I suspect you could achieve this by removing all the visit overloads except the void visit( CashFlow & c ) one.

Then you modify the code inside as follows:

void visit( CashFlow & c ) {

  cashFlowSum += p->amount();

if( SimpleCashFlow * p = dynamic_cast<CashFlow *>( &c ) ) {

	simpleCashFlowSum += p->amount();

}

else if( Redemption * p = dynamic_cast<Redemption *>( &c ) ) {

	redemptionSum += p->amount();

}

else if( AmortizingPayment * p = dynamic_cast<AmortizingPayment *>( &c ) ) {

	amortizingPaymentSum += p->amount();

}

Let me know if this works

Cheers

Yannis

On 26.01.2017 20:42, ziegele wrote:

Thanks Yannis!

1 last question: is there a way to emplace_back a CashFlow shared_ptr? It
shows that it's purely virtual, which only serves as an interface:

<http://quantlib.10058.n7.nabble.com/file/n18024/cashFlow.jpg> 

Is there anyway of generating a non-zero report for "all other cash flows"
part?

<http://quantlib.10058.n7.nabble.com/file/n18024/output.jpg> 

Thanks,
ziegele



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Luigi Ballabio

Re: Error in compiling of QuantLib examples

Your visitor should work as you've written it. Try adding some other kind of cash flow, such as FixedRateCoupon.

Luigi

On Thu, Jan 26, 2017 at 10:55 PM Ioannis Rigopoulos <[hidden email]> wrote:

You 're welcome Ziegele,

1) No, because CashFlow is abstract and emplace_back relies on the existence of a constructor.

2) I am not familiar with the visitor pattern, but I suspect you could achieve this by removing all the visit overloads except the void visit( CashFlow & c ) one.

Then you modify the code inside as follows:

void visit( CashFlow & c ) {
  cashFlowSum += p->amount();
if( SimpleCashFlow * p = dynamic_cast<CashFlow *>( &c ) ) {
	simpleCashFlowSum += p->amount();
}

else if( Redemption * p = dynamic_cast<Redemption *>( &c ) ) {
	redemptionSum += p->amount();
}

else if( AmortizingPayment * p = dynamic_cast<AmortizingPayment *>( &c ) ) {
	amortizingPaymentSum += p->amount();
}

}

Let me know if this works

Cheers

Yannis
On 26.01.2017 20:42, ziegele wrote:
Thanks Yannis!

1 last question: is there a way to emplace_back a CashFlow shared_ptr? It
shows that it's purely virtual, which only serves as an interface:

<http://quantlib.10058.n7.nabble.com/file/n18024/cashFlow.jpg> 

Is there anyway of generating a non-zero report for "all other cash flows"
part?

<http://quantlib.10058.n7.nabble.com/file/n18024/output.jpg> 

Thanks,
ziegele



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