Problem with XL-Addin function qlFixedRateBondHelper
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Problem with XL-Addin function qlFixedRateBondHelper
 
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Hi there,
I have a problem with the Excel function qlFixedRateBondHelper in Quantlib Version 1.0. The error messsage I get is: "qlFixedRateBondHelper - Boost assertion failed: px != 0" which is due to an uninitialized bond parameter in the BondHelper constructor. (see attached example) The shared_ptr bond is created in the BondHelper constructor and passed to the RateHelper (...new QuantLib::BondHelper(cleanPrice, bond)) as a null pointer, which causes the exception. The FixedRateBondHelper in Quantlib itself works fine, the error occurs in the QL-Addin only. Anybody who can help me? Michael QuantlibAddin/qlo/ratehelper.cpp line 211: ... BondHelper::BondHelper( const shared_ptr<ValueObject>& properties, const QuantLib::Handle<QuantLib::Quote>& cleanPrice, const shared_ptr<QuantLib::Bond>& bond, bool permanent) : RateHelper(properties, permanent) { libraryObject_ = shared_ptr<QuantLib::BondHelper>(new QuantLib::BondHelper(cleanPrice, bond)); } .... ------------------------------------------------------------------------------ Download Intel® Parallel Studio Eval Try the new software tools for yourself. Speed compiling, find bugs proactively, and fine-tune applications for parallel performance. See why Intel Parallel Studio got high marks during beta. http://p.sf.net/sfu/intel-sw-dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
BondCurve_plus_MM_V3.xls (34K)
Re: Problem with XL-Addin function qlFixedRateBondHelper
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Re: Problem with XL-Addin function qlFixedRateBondHelper
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Hi Michael, i was abroad and did not have access to net. If you are still interested in the qlFixedRateBondHelper function you will find in the attachment an excel file. HTH Cheers, Kim Michael Waßmann schrieb: > Hi Kim, > > any News about this? > > Cheers > > Michael > > Am 06.04.2010 11:39, schrieb Michael Waßmann: >> Hi Kim, >> >> thx for your answer, but the function qlFixedRateBondHelper2 does not >> exist in QuantLibXL 1.0.0. (1.0b3) >> >> Any ideas? >> >> Cheers >> >> Michael >> >> >> Am Do, 1.04.2010, 21:02 schrieb Kim Kuen Tang: >> >>> Hi Michael, >>> >>> use qlFixedRateBondHelper2 instead of qlFixedRateBondHelper. >>> >>> Cheers, >>> Kim >>> >>> Michael Waßmann schrieb: >>> >>>> Hi there, >>>> I have a problem with the Excel function qlFixedRateBondHelper in >>>> Quantlib >>>> Version 1.0. >>>> The error messsage I get is: "qlFixedRateBondHelper - Boost assertion >>>> failed: px != 0" which is due to an uninitialized bond parameter in >>>> the >>>> BondHelper constructor. (see attached example) >>>> >>>> The shared_ptr bond is created in the BondHelper constructor and >>>> passed >>>> to >>>> the RateHelper (...new QuantLib::BondHelper(cleanPrice, bond)) as a >>>> null >>>> pointer, which causes the exception. >>>> The FixedRateBondHelper in Quantlib itself works fine, the error >>>> occurs >>>> in >>>> the QL-Addin only. >>>> >>>> Anybody who can help me? >>>> >>>> Michael >>>> >>>> QuantlibAddin/qlo/ratehelper.cpp line 211: >>>> ... >>>> BondHelper::BondHelper( >>>> const shared_ptr<ValueObject>& properties, >>>> const QuantLib::Handle<QuantLib::Quote>& cleanPrice, >>>> const shared_ptr<QuantLib::Bond>& bond, >>>> bool permanent) >>>> : RateHelper(properties, permanent) { >>>> libraryObject_ = shared_ptr<QuantLib::BondHelper>(new >>>> QuantLib::BondHelper(cleanPrice, bond)); >>>> } >>>> ..... >>>> >>>> >>>> ------------------------------------------------------------------------ >>>> >>>> >>>> ------------------------------------------------------------------------------ >>>> >>>> Download Intel® Parallel Studio Eval >>>> Try the new software tools for yourself. Speed compiling, find bugs >>>> proactively, and fine-tune applications for parallel performance. >>>> See why Intel Parallel Studio got high marks during beta. >>>> http://p.sf.net/sfu/intel-sw-dev >>>> ------------------------------------------------------------------------ >>>> >>>> >>>> _______________________________________________ >>>> QuantLib-users mailing list >>>> [hidden email] >>>> https://lists.sourceforge.net/lists/listinfo/quantlib-users >>>> >>>> >>> >>> >> > > ------------------------------------------------------------------------------ Download Intel® Parallel Studio Eval Try the new software tools for yourself. Speed compiling, find bugs proactively, and fine-tune applications for parallel performance. See why Intel Parallel Studio got high marks during beta. http://p.sf.net/sfu/intel-sw-dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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