Euribor1d act/360 history not loaded

[johan-35]

Hi,


I try to run the swapvaluation example...

http://www.quantlib.org/reference/swapvaluation_8cpp-example.html

When I run this example and put the system date of my computer to 22 september 2004 (the settlementDate as it is hardcoded in the example) this works fine.

When setting the systemdate to today, 16 august 2005, I get the error "Euribor1d act/360 history not loaded".

When I set my systemdate of my computer to 16 august 2004 I get the error "negative time given".

Is this normal behaviour? Can something be done to be able to use an evaluationdate different from the computers internal system date?

regards,

Johan

[Luigi Ballabio]

On 08/16/2005 12:42:52 PM, [hidden email] wrote:

> I try to run the swapvaluation example...
>
> When I run this example and put the system date of my computer to 22
> september 2004 (the settlementDate as it is hardcoded in the example)
> this works fine.
>
> When setting the systemdate to today, 16 august 2005, I get the error
> "Euribor1d act/360 history not loaded".
>
> When I set my systemdate of my computer to 16 august 2004 I get the
> error "negative time given".
>
> Is this normal behaviour?

No, it is not. The example works correctly on my boxes with the system  
date set to its real-world value. Can you give more details on your  
configuration? (platform, compiler, QuantLib version...)

Later,
        Luigi

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

Academic: a term of opprobrium applied to those that do their job well
by those who cannot.
-- Sir Ernest Gowers

[johan-35]

Hi Luigi,

Version windows: NT & also XP
Compiler: mingw
Quantlib version: 0.3.9 & also .3.11

This problem occurs when using the example from the Java wrappers. However, I think that I also have the problem when running the C-version. But, I must verify this to be 100% sure. If this is the case, I guess I'll try to use a different compiler. If this isn't, there must be something wrong with the Java version. Anyway: I'll have a closer look to my problem... knowing that it is not a known quantlib problem (which I doubted anyway) helps my further. Thanks.

kind regards,

Johan

>-----Original Message-----
>From: Luigi Ballabio [mailto:[hidden email]]
>Sent: Wednesday, August 17, 2005 10:58 AM
>To: [hidden email]
>Cc: [hidden email]
>Subject: Re: [Quantlib-users] Euribor1d act/360 history not loaded
>
>
>On 08/16/2005 12:42:52 PM, [hidden email] wrote:
>> I try to run the swapvaluation example...
>>
>> When I run this example and put the system date of my computer to 22
>> september 2004 (the settlementDate as it is hardcoded in the example)
>> this works fine.
>>
>> When setting the systemdate to today, 16 august 2005, I get the error
>> "Euribor1d act/360 history not loaded".
>>
>> When I set my systemdate of my computer to 16 august 2004 I get the
>> error "negative time given".
>>
>> Is this normal behaviour?
>
>No, it is not. The example works correctly on my boxes with the system  
>date set to its real-world value. Can you give more details on your
>configuration? (platform, compiler, QuantLib version...)
>
>Later,
> Luigi
>
>----------------------------------------
>
>Academic: a term of opprobrium applied to those that do their job well
>by those who cannot.
>-- Sir Ernest Gowers
>
>
>

[Luigi Ballabio]

On 08/17/2005 02:42:27 PM, [hidden email] wrote:
> Version windows: NT & also XP
> Compiler: mingw
> Quantlib version: 0.3.9 & also .3.11
>
> This problem occurs when using the example from the Java wrappers.

Hmm. The C++ example works for me on XP with mingw and 0.3.11.
We had this kind of problems on Mac OS X, the reason being that  
singletons were being reinitialized when called from shared libraries.
Can you try compiling QuantLib as a static library and see if the  
problem persists?

Later,
        Luigi

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

All generalizations are false, including this one.
-- Mark Twain

[johan-35]

Thanks Luigi. The problem was solved when generating a static library instead of a dll.

regards,

Johan

>-----Original Message-----
>From: Luigi Ballabio [mailto:[hidden email]]
>Sent: Wednesday, August 17, 2005 02:48 PM
>To: [hidden email]
>Cc: [hidden email]
>Subject: Re: [Quantlib-users] Euribor1d act/360 history not loaded
>
>
>On 08/17/2005 02:42:27 PM, [hidden email] wrote:
>> Version windows: NT & also XP
>> Compiler: mingw
>> Quantlib version: 0.3.9 & also .3.11
>>
>> This problem occurs when using the example from the Java wrappers.
>
>Hmm. The C++ example works for me on XP with mingw and 0.3.11.
>We had this kind of problems on Mac OS X, the reason being that  
>singletons were being reinitialized when called from shared libraries.
>Can you try compiling QuantLib as a static library and see if the  
>problem persists?
>
>Later,
> Luigi
>
>----------------------------------------
>
>All generalizations are false, including this one.
>-- Mark Twain
>
>
>