QuantLib-SWIG: as_coupon() and friends in Python

[Pascal Haakmat]

Dear list,

I seem to be having a problem using the as_coupon() SWIG function in
Python.

I've tested this using QuantLib revision
88aedbaf615de99143c71126dbd92827c3fff96f from May 27.

Some pseudo-code for illustration:

import QuantLib as QL

... create a FixedRateBond ...

bond = QL.FixedRateBond(...)
for cashflow in bond.cashflows():
        coupon = QL.as_coupon(cashflow)
        print "Date: " + str(coupon.date()) + \
                ", Amount: " + str(coupon.amount()) + \
                ", Accrual period: " + str(coupon.accrualPeriod())

This fails with:

  File "/usr/local/lib/python2.7/dist-packages/QuantLib/QuantLib.py",
line 6271, in amount
    def amount(self): return _QuantLib.CashFlow_amount(self)
RuntimeError: Boost assertion failed: px != 0

Other methods (like coupon.accrualPeriod()) fail in a similar manner.

Thanks,
Pascal

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[Luigi Ballabio]

The last cashflow is the redempion, which is not a coupon, and
as_coupon(c) returns an empty shared_ptr to indicate a failed cast.
Check for that case, or just loop over bond.cashflows()[:-1].

Luigi

On Mon, Oct 6, 2014 at 2:23 PM, Pascal Haakmat <[hidden email]> wrote:

> Dear list,
>
> I seem to be having a problem using the as_coupon() SWIG function in
> Python.
>
> I've tested this using QuantLib revision
> 88aedbaf615de99143c71126dbd92827c3fff96f from May 27.
>
> Some pseudo-code for illustration:
>
> import QuantLib as QL
>
> ... create a FixedRateBond ...
>
> bond = QL.FixedRateBond(...)
> for cashflow in bond.cashflows():
>         coupon = QL.as_coupon(cashflow)
>         print "Date: " + str(coupon.date()) + \
>                 ", Amount: " + str(coupon.amount()) + \
>                 ", Accrual period: " + str(coupon.accrualPeriod())
>
> This fails with:
>
>   File "/usr/local/lib/python2.7/dist-packages/QuantLib/QuantLib.py",
> line 6271, in amount
>     def amount(self): return _QuantLib.CashFlow_amount(self)
> RuntimeError: Boost assertion failed: px != 0
>
> Other methods (like coupon.accrualPeriod()) fail in a similar manner.
>
> Thanks,
> Pascal
>
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> Slashdot TV.  Videos for Nerds.  Stuff that Matters.
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> [hidden email]
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--
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

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[Pascal Haakmat]

That does the trick. Many thanks,

Pascal

On 10/06/2014 02:46 PM, Luigi Ballabio wrote:

> The last cashflow is the redempion, which is not a coupon, and
> as_coupon(c) returns an empty shared_ptr to indicate a failed cast.
> Check for that case, or just loop over bond.cashflows()[:-1].
>
> Luigi
>
> On Mon, Oct 6, 2014 at 2:23 PM, Pascal Haakmat <[hidden email]> wrote:
>> Dear list,
>>
>> I seem to be having a problem using the as_coupon() SWIG function in
>> Python.
>>
>> I've tested this using QuantLib revision
>> 88aedbaf615de99143c71126dbd92827c3fff96f from May 27.
>>
>> Some pseudo-code for illustration:
>>
>> import QuantLib as QL
>>
>> ... create a FixedRateBond ...
>>
>> bond = QL.FixedRateBond(...)
>> for cashflow in bond.cashflows():
>>         coupon = QL.as_coupon(cashflow)
>>         print "Date: " + str(coupon.date()) + \
>>                 ", Amount: " + str(coupon.amount()) + \
>>                 ", Accrual period: " + str(coupon.accrualPeriod())
>>
>> This fails with:
>>
>>   File "/usr/local/lib/python2.7/dist-packages/QuantLib/QuantLib.py",
>> line 6271, in amount
>>     def amount(self): return _QuantLib.CashFlow_amount(self)
>> RuntimeError: Boost assertion failed: px != 0
>>
>> Other methods (like coupon.accrualPeriod()) fail in a similar manner.
>>
>> Thanks,
>> Pascal
>>
>> ------------------------------------------------------------------------------
>> Slashdot TV.  Videos for Nerds.  Stuff that Matters.
>> http://pubads.g.doubleclick.net/gampad/clk?id=160591471&iu=/4140/ostg.clktrk
>> _______________________________________________
>> QuantLib-users mailing list
>> [hidden email]
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>
>

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