Re: MultiProductComposite Problem

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Re: MultiProductComposite Problem

petercaspers

ok, found the bug in my own code....
(( the nextTimeStep() - implementation in your own products must return true
for all steps _greater_ or equal than the last necessary step. if you only
have one component it suffices to return true for the last step (because the
evolver stops then), if you have more than one component there might be time
steps after that very step (because of other components needing this
step)... ))
Thx for thinking about that anyway
Peter


petercaspers wrote:

>
> Hi, i am using the quantlib 0.8 market model implementation. I use two
> MultiProductMultiStep - Instances for two collection of instruments. If I
> add any one of them (but only one!) to MultiProductComposite, finalize and
> simulate, everythings fine. But if I add both of them, I get an "vector
> subscript out of range" exception. Think this must be a quantlib bug,
> because adding only one collection works fine. Anyone has a hint for me?
> Thx a lot in advance
> Peter
>

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