Implementing an optionlet stripper

Hello,

I am implementing an optionlet stripper as described below

//  START CODE

boost::shared_ptr<CapFloorTermVolSurface> capfloorVolSurf;
capfloorVolSurf = boost::shared_ptr<CapFloorTermVolSurface>(new
CapFloorTermVolSurface(0, iCal, iRollConv, iOptionTenors, iStrikes, iSigmas,
iDayCount));

// Underlying Libor index (Euribor 6-Months)
boost::shared_ptr<IborIndex> iborIndex(new Euribor6M(yieldTermStructure));

boost::shared_ptr<OptionletStripper> capletStripper1(new OptionletStripper1
(capfloorVolSurf,iborIndex,Null<Rate>(),0.00000001));
boost::shared_ptr<StrippedOptionletAdapter> capletStrippedAdapt = boost::
shared_ptr<StrippedOptionletAdapter>(new StrippedOptionletAdapter
(capletStripper1));
Date maximdate=capletStrippedAdapt->maxDate();

// END CODE

all input data look ok but when I go to use the capletStripperAdapt pointer my
system crash and debugging it the problem is in the file sp_counter_base_w32.
hpp line 100 (boost lib) with the following exception:

Unhandled exception at 0x05673360, access violation writing location
0xffff6234

Any clue?
Thanks in advance,
Paolo

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[Luigi Ballabio]

On Thu, 2010-08-19 at 19:41 +0200, [hidden email] wrote:
> all input data look ok but when I go to use the capletStripperAdapt pointer my
> system crash and debugging it the problem is in the file sp_counter_base_w32.
> hpp line 100 (boost lib) with the following exception:
>
> Unhandled exception at 0x05673360, access violation writing location
> 0xffff6234

That's a bit too deep into the implementation.
What is the call stack? (I mean, the function F that called the one
crashing in sp_counter_base_w32, and the function G that called F, and
the function that called G etc.)

Luigi


--

There is no likelihood man can ever tap the power of the atom.
-- Robert Millikan, Nobel Prize in Physics, 1923



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