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R: Re: R: Re: Curve building with depo, futures and swaps

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tarpanelli@libero.it
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R: Re: R: Re: Curve building with depo, futures and swaps

tarpanelli@libero.it
Hi Kim,

well the try/catch I used look like this

try {
...... (code)

     } catch (std::exception& e) {
            std::cerr << e.what() << std::endl;
     } catch (...) {
            std::cerr << "unknown error" << std::endl;
      }

and it looks work fine in fact can create & catch correctly Yield Curve Term
Structures when I use
1. only depo,
2. only futures
3. depo and futures,
4. directly discount factors
5. directly zero rates.

I get the expections if I use swaps, and it happend just in this funtion

boost::shared_ptr<RateHelper> swratehelper(new SwapRateHelper(Handle<Quote>
(swquotes),                   numtenor * Years,
                                                           cal,
                                                           swFixedLegFreq,
                                                           swFixedLegConv,
                                                           swFixedLegDc,
                                                           swFloatingLegIndex));

and bonds, and it happend when I create the schedules

Schedule zcschedule(referencedate,
                           thismaturity,
                Period(bondFreq),
                cal,
                rollconvention,
                rollconvention,
                DateGeneration::Backward,
                false);

or, if I create a schedule by using a vector <Date>, the schedule is created
well but I get the error in the FixedRateBondHelper

boost::shared_ptr<FixedRateBondHelper> zcratehelper(new FixedRateBondHelper
(Handle<Quote>(bondquotes),
                                                        0,
                                                           cleanprice,
                                                          testschedule,
                                                          std::vector<Rate>(1,couponrates),
                                                          daycount,
                                                          rollconvention,
                                                          redemption,
                                                          referencedate));

In all these cases, the following  message is the debug output (which it looks
a problem coming from the link between MATLAB and Microsoft VS):

I am not a pure developer so I would appreciated your opinion.
Thanks,

Paolo

-------------------------> DEBUG OUTPUT <----------------------------------


'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\MATLAB.exe', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\ntdll.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\kernel32.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libut.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\imagehlp.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\msvcrt.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\psapi.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libexpat.dll',
Binary was not built with debug information.
'MATLAB.exe': Loaded 'C:\WINDOWS\WinSxS\x86_Microsoft.VC80.
CRT_1fc8b3b9a1e18e3b_8.0.50727.3053_x-ww_b80fa8ca\msvcr80.dll', No symbols
loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\icuuc38.dll',
Binary was not built with debug information.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\advapi32.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\rpcrt4.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\secur32.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\icudt38.dll',
Binary was not built with debug information.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\icuio38.dll',
Binary was not built with debug information.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\icuin38.dll',
Binary was not built with debug information.
'MATLAB.exe': Loaded 'C:\WINDOWS\WinSxS\x86_Microsoft.VC80.
CRT_1fc8b3b9a1e18e3b_8.0.50727.3053_x-ww_b80fa8ca\msvcp80.dll', No symbols
loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\user32.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\gdi32.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwfl.dll',
No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\boost_date_time-
vc80-mt-1_36.dll', Binary was not built with debug information.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\boost_signals-
vc80-mt-1_36.dll', Binary was not built with debug information.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\boost_system-
vc80-mt-1_36.dll', Binary was not built with debug information.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\boost_thread-
vc80-mt-1_36.dll', Binary was not built with debug information.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwservices.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmx.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\zlib1.dll',
Binary was not built with debug information.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwmathutil.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\mpath.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\mlutil.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\tbb.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\comctl32.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\comdlg32.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\shell32.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\shlwapi.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\netapi32.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\ws2_32.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\ws2help.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\mcr.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\iqm.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\m_interpreter.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmex.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\m_dispatcher.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\datasvcs.dll',
No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\xerces-c_2_7.
dll', Binary was not built with debug information.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\boost_regex-
vc80-mt-1_36.dll', Binary was not built with debug information.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\profiler.dll',
No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwmathrng.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\m_pcodeio.dll',
No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\m_ir.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\m_parser.dll',
No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\ir_xfmr.dll',
No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\mcos.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\mtok.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\m_pcodegen.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\bridge.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\udd.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwgui.dll',
No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\hg.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmat.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libhdf5.dll',
Binary was not built with debug information.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\jmi.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwhardcopy.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libuij.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwmathlinalg.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwmathelem.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwmathcore.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwcholmod.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwamd.dll',
No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwcolamd.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwblas.dll',
No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwbinder.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwlapack.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwrookfastbp.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwma57.dll',
No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libifcoremd.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmmd.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwcsparse.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwumfpack.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\hgdatatypes.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\uiw.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\uinone.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\WinSxS\x86_Microsoft.VC80.
MFC_1fc8b3b9a1e18e3b_8.0.50727.762_x-ww_3bf8fa05\mfc80.dll', No symbols
loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\winspool.drv', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\ole32.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\oleaut32.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\udd_mi.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\mwoles05.dll',
No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\comcli.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\WinSxS\x86_Microsoft.VC80.
ATL_1fc8b3b9a1e18e3b_8.0.50727.762_x-ww_cbb27474\ATL80.dll', No symbols
loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\mlautoregister.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\WinSxS\x86_Microsoft.Windows.Common-
Controls_6595b64144ccf1df_6.0.2600.5512_x-ww_35d4ce83\comctl32.dll', No symbols
loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\WinSxS\x86_Microsoft.VC80.
MFCLOC_1fc8b3b9a1e18e3b_8.0.50727.762_x-ww_91481303\mfc80ENU.dll', Binary was
not built with debug information.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\uxtheme.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\MSCTF.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\iphlpapi.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\icmp.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program
Files\Matlab\R2009a\sys\java\jre\win32\jre\bin\client\jvm.dll', No symbols
loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\winmm.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\msvcr71.dll',
No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\dbghelp.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\version.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program
Files\Matlab\R2009a\sys\java\jre\win32\jre\bin\hpi.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program
Files\Matlab\R2009a\sys\java\jre\win32\jre\bin\verify.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program
Files\Matlab\R2009a\sys\java\jre\win32\jre\bin\java.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program
Files\Matlab\R2009a\sys\java\jre\win32\jre\bin\zip.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program
Files\Matlab\R2009a\sys\java\jre\win32\jre\bin\awt.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\imm32.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\nativejava.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\nativejmi.dll',
No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\nativeservices.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program
Files\Matlab\R2009a\sys\java\jre\win32\jre\bin\fontmanager.dll', No symbols
loaded.
'MATLAB.exe': Loaded 'C:\Program
Files\Matlab\R2009a\sys\java\jre\win32\jre\bin\net.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program
Files\Matlab\R2009a\sys\java\jre\win32\jre\bin\nio.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\nativelmgr.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program
Files\Matlab\R2009a\sys\java\jre\win32\jre\bin\jpeg.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\instutil.dll',
No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\mswsock.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\dnsapi.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\winrnr.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\wldap32.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\rasadhlp.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\apphelp.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\clbcatq.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\comres.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Common
Files\TortoiseOverlays\TortoiseOverlays.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\TortoiseSVN\bin\TortoiseStub.dll',
Binary was not built with debug information.
'MATLAB.exe': Loaded 'C:\Program Files\TortoiseSVN\bin\TortoiseSVN.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\wininet.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\crypt32.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\msasn1.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\TortoiseSVN\bin\libapr_tsvn.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\WinSxS\x86_Microsoft.VC90.
CRT_1fc8b3b9a1e18e3b_9.0.30729.1_x-ww_6f74963e\msvcr90.dll', No symbols
loaded.
'MATLAB.exe': Loaded 'C:\Program Files\TortoiseSVN\bin\libaprutil_tsvn.dll',
No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\TortoiseSVN\bin\intl3_tsvn.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\WinSxS\x86_Microsoft.VC90.
CRT_1fc8b3b9a1e18e3b_9.0.30729.1_x-ww_6f74963e\msvcp90.dll', No symbols
loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\shfolder.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\cscui.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\cscdll.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\setupapi.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program
Files\Matlab\R2009a\sys\java\jre\win32\jre\bin\dcpr.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\nativecmdwin.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\xpsp2res.dll', Binary was not built
with debug information.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\spool\drivers\w32x86\3\unidrvui.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\tbbmalloc.dll',
No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\libmwbuiltins.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\mlint.dll', No
symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\hgbuiltins.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program
Files\Matlab\R2009a\toolbox\matlab\winfun\winqueryreg.mexw32', Binary was not
built with debug information.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\nativelex.dll',
No symbols loaded.
'MATLAB.exe': Loaded 'C:\Program Files\Matlab\R2009a\bin\win32\nativemlint.
dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\hccutils.dll', Binary was not built
with debug information.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\rsaenh.dll', No symbols loaded.
'MATLAB.exe': Loaded 'C:\WINDOWS\system32\userenv.dll', No symbols loaded.
The thread 'Win32 Thread' (0x99c) has exited with code 0 (0x0).
First-chance exception at 0x7c812afb in MATLAB.exe: Microsoft C++ exception:
jitCgFailedException at memory location 0x00c2ea88..
'MATLAB.exe': Loaded 'C:\QuantLib\QuantLib4MatLab\qlMex\qlDiscountFactors.
mexw32', Symbols loaded.
First-chance exception at 0x053ec94c in MATLAB.exe: 0xC0000005: Access
violation reading location 0x00000004.
The program '[1704] MATLAB.exe: Native' has exited with code 0 (0x0).


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Luigi Ballabio
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Re: R: Re: R: Re: Curve building with depo, futures and swaps

Luigi Ballabio
On Fri, 2010-08-06 at 08:29 +0200, [hidden email] wrote:

> well the try/catch I used look like this
>
> try {
> ...... (code)
>
>      } catch (std::exception& e) {
>             std::cerr << e.what() << std::endl;
>      } catch (...) {
>             std::cerr << "unknown error" << std::endl;
>       }
>
> I get the expections if I use swaps

Does it run
    std::cerr << e.what() << std::endl;
in that case? If so, what does it print?

> In all these cases, the following  message is the debug output (which it looks
> a problem coming from the link between MATLAB and Microsoft VS):
> First-chance exception at 0x053ec94c in MATLAB.exe: 0xC0000005: Access
> violation reading location 0x00000004.

This looks more like an out-of-bounds access or something like it. To
get some more information, you might try recompiling with some updated
settings, as suggested in
<http://sourceforge.net/mailarchive/forum.php?thread_name=AANLkTimm4AA_Vbi5elHT2H9u5oWRwzKJUKR65sqEPtXe%40mail.gmail.com&forum_name=quantlib-dev>.

Later,
        Luigi


--

Newton's Law of Gravitation:
What goes up must come down. But don't expect it to come down
where you can find it. Murphy's Law applies to Newton's.



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