Failed debug assertion in EquityOption example VS2010

[Dan Krop]

Hello Quantlibbers,

   I have built QuantLib from the R01010x-branch (rev. 17640) source with no compiling or linking errors in both Debug and Release mode using Visual Studio 2010. I have no problems running the EquityOption example in Release mode, but I get a failed assertion when I run in Debug mode. The failed assertion is "invalid null pointer" and the stack is posted below. The failure is coming from the initialization of the finite difference engine in the TridiagonalOperator from the line "diagonal_=Array(0)". Has anybody else seen this? This isn't a super serious problem since everything works in Release mode, but it would be nice if I fix it so that I could use the debugger on my program.

> msvcp100d.dll!std::_Debug_message(const wchar_t * message, const wchar_t * file, unsigned int line)  Line 15 C++

  EquityOption-vc100-mt-gd.exe!std::_Debug_pointer<double>(double * _First, const wchar_t * _File, unsigned int _Line)  Line 698 + 0x15 bytes C++

  EquityOption-vc100-mt-gd.exe!std::copy<double const *,double *>(const double * _First, const double * _Last, double * _Dest)  Line 2225 + 0x13 bytes C++

  EquityOption-vc100-mt-gd.exe!QuantLib::Array::Array(const QuantLib::Array & from)  Line 224 + 0x20 bytes C++

  EquityOption-vc100-mt-gd.exe!QuantLib::Array::operator=(const QuantLib::Array & from)  Line 276 + 0xc bytes C++

  EquityOption-vc100-mt-gd.exe!QuantLib::TridiagonalOperator::TridiagonalOperator(unsigned int size)  Line 31 + 0x32 bytes C++

  EquityOption-vc100-mt-gd.exe!QuantLib::FDVanillaEngine::FDVanillaEngine(const boost::shared_ptr<QuantLib::GeneralizedBlackScholesProcess> & process, unsigned int timeSteps, unsigned int gridPoints, bool timeDependent)  Line 54 + 0xa3 bytes C++

  EquityOption-vc100-mt-gd.exe!QuantLib::FDEuropeanEngine<QuantLib::CrankNicolson>::FDEuropeanEngine<QuantLib::CrankNicolson>(const boost::shared_ptr<QuantLib::GeneralizedBlackScholesProcess> & process, unsigned int timeSteps, unsigned int gridPoints, bool timeDependent)  Line 51 + 0x70 bytes C++

  EquityOption-vc100-mt-gd.exe!main(int __formal, int __formal)  Line 184 + 0x8c bytes C++

  EquityOption-vc100-mt-gd.exe!__tmainCRTStartup()  Line 555 + 0x19 bytes C

  EquityOption-vc100-mt-gd.exe!mainCRTStartup()  Line 371 C

  kernel32.dll!756e3677()

  [Frames below may be incorrect and/or missing, no symbols loaded for kernel32.dll]

  ntdll.dll!77649f02()

  ntdll.dll!77649ed5()

Thanks in advance,

    Dan

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[Luigi Ballabio]

On Mon, 2011-02-28 at 16:24 -0600, Dan Krop wrote:
> Hello Quantlibbers,
>    I have built QuantLib from the R01010x-branch (rev. 17640) source
> with no compiling or linking errors in both Debug and Release mode
> using Visual Studio 2010. I have no problems running the EquityOption
> example in Release mode, but I get a failed assertion when I run in
> Debug mode. The failed assertion is "invalid null pointer" and the
> stack is posted below.

Hmm.  It seems that VC10 doesn't like that we run copy(0,0+0,0).
It says that we can't copy into 0, even if we don't actually want to
copy anything.

Try checking out the branch now.

Luigi


--

I hate quotations.
-- Ralph Waldo Emerson



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[Ferdinando M. Ametrano-3]

On Tue, Mar 1, 2011 at 1:23 PM, Luigi Ballabio <[hidden email]> wrote:
> Hmm.  It seems that VC10 doesn't like that we run copy(0,0+0,0).
> It says that we can't copy into 0, even if we don't actually want to
> copy anything.
>
> Try checking out the branch now.

good case for pre-release tarball ?

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