R: Hull White Calibration?

[Berardi Luca]

- Just stepped into the CapHelper constructor...after the instantiation the Handle does NOT contain a null pointer, and all the various components were instantiated correctly, as far as I could realize, inspecting through the debugger watch window.

- Unfortunately the code exhibits the same problem also if I compile it in a stand-alone console application ( using the main(), say ).

I'm currently stepping into the other functions called by the CapHelper constructor to exactly locate where the exception is thrown.

I'll get back to you shortly.

Luca

-----Messaggio originale-----
Da: Luigi Ballabio [[hidden email]]
Inviato: mercoledì 24 marzo 2004 15.47
A: Berardi Luca
Cc: [hidden email]
Oggetto: Re: [Quantlib-users] Hull White Calibration?

On 2004.03.24 12:34, Berardi Luca wrote:
> - the QuantLib version I'm using is 0.3.4 (currently using the debug
> libraries)
> - when I step through the code in the Visual Studio 6.0 Debugger, I
> noticed that when each CapHelper is instantiated (pls refer to the 
> code I previously sent out) at the line:
>
> Handle<CalibrationHelper>
> hCapHelper(new CapHelper(volaLength[i],
>            rhMarketElement,index, rhTermStructure));
> I get the following message in the Output Window: "First-chance
> exception in
> EXCEL.EXE (KERNEL32.DLL): 0xE06D7363: Microsoft C++ Exception."

Luca,
        can you step into the CapHelper instantiation? After executing 
the line above, does the Handle contain a non-null pointer?

Also, how does your code work if you use it without Excel in the 
picture---say, if you write a short main() to test it?

Later,
        Luigi

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[Ferdinando M. Ametrano-3]

Luca,

I would suggest you rebuild everything from scratch (rebuild_all option of
Visual C++) and get sure you just have one QuantLib folder on your machine:
you should be sure to link the just-compiled library, not any other version
hidden somewhere on your machine.

Hope it helps

ciao -- Nando