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RelinkableHandle<YieldTermStructure> reset to Null

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Breig, Dr. Christoph (IDS GmbH)

RelinkableHandle<YieldTermStructure> reset to Null

Dear all,

has anybody an idea how to set a Relinkable Handle who is already linked to a YieldTermStructure object back to Null, so that the function

"empty()" returns again true?

Best and thanks

Chris

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Luigi Ballabio

Re: RelinkableHandle<YieldTermStructure> reset to Null

Hi,
link it to an empty shared_ptr.

Luigi

On Oct 18, 2013 4:01 PM, "Breig, Dr. Christoph (IDS GmbH)" <[hidden email]> wrote:

Dear all,

has anybody an idea how to set a Relinkable Handle who is already linked to a YieldTermStructure object back to Null, so that the function

"empty()" returns again true?

Best and thanks

Chris

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Breig, Dr. Christoph (IDS GmbH)

Re: RelinkableHandle<YieldTermStructure> reset to Null

Hi Luigi, hi all

the empty shared_ptr works fine for e.g. InterpolatedZeroCurves but not for ZeroSpreadedTermStructures. Then, while setting the empty shared_ptr, following error messages takes place:

"could not notify one or more observers: empty Handle cannot be dereferenced"

I'm at the moment using version 1.0 of QuantLib (in case the problem is a bug and was already fixed).

Best and thanks

Chris

Von: Luigi Ballabio [mailto:[hidden email]]
Gesendet: Freitag, 18. Oktober 2013 16:13
An: Breig, Dr. Christoph (IDS GmbH)
Cc: QuantLib developers
Betreff: Re: [Quantlib-dev] RelinkableHandle<YieldTermStructure> reset to Null

Hi,
link it to an empty shared_ptr.

Luigi

On Oct 18, 2013 4:01 PM, "Breig, Dr. Christoph (IDS GmbH)" <[hidden email]> wrote:

Dear all,

has anybody an idea how to set a Relinkable Handle who is already linked to a YieldTermStructure object back to Null, so that the function

"empty()" returns again true?

Best and thanks

Chris

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Luigi Ballabio

Re: RelinkableHandle<YieldTermStructure> reset to Null

It looks like the spreaded curve notifies its observers of the change,
one of them tries to perform some calculation as a consequence, and
the calculation fails because the handle is empty. Can you reproduce
the problem in a short program you can post?

Luigi

On Wed, Oct 23, 2013 at 4:49 PM, Breig, Dr. Christoph (IDS GmbH)
<[hidden email]> wrote:

> Hi Luigi, hi all
>
> the empty shared_ptr works fine for e.g. InterpolatedZeroCurves but not for
> ZeroSpreadedTermStructures. Then, while setting the empty shared_ptr,
> following error messages takes place:
> "could not notify one or more observers: empty Handle cannot be
> dereferenced"
>
> I'm at the moment using version 1.0 of QuantLib (in case the problem is a
> bug and was already fixed).
>
> Best and thanks
> Chris
>
> ________________________________
> Von: Luigi Ballabio [mailto:[hidden email]]
> Gesendet: Freitag, 18. Oktober 2013 16:13
> An: Breig, Dr. Christoph (IDS GmbH)
> Cc: QuantLib developers
> Betreff: Re: [Quantlib-dev] RelinkableHandle<YieldTermStructure> reset to
> Null
>
> Hi,
> link it to an empty shared_ptr.
>
> Luigi
>
> On Oct 18, 2013 4:01 PM, "Breig, Dr. Christoph (IDS GmbH)"
> <[hidden email]> wrote:
>>
>> Dear all,
>>
>> has anybody an idea how to set a Relinkable Handle who is already linked
>> to a YieldTermStructure object back to Null, so that the function
>> "empty()" returns again true?
>>
>> Best and thanks
>> Chris
>>
>>
>> ------------------------------------------------------------------------------
>> October Webinars: Code for Performance
>> Free Intel webinars can help you accelerate application performance.
>> Explore tips for MPI, OpenMP, advanced profiling, and more. Get the most
>> from
>> the latest Intel processors and coprocessors. See abstracts and register >
>>
>> http://pubads.g.doubleclick.net/gampad/clk?id=60135031&iu=/4140/ostg.clktrk
>> _______________________________________________
>> QuantLib-dev mailing list
>> [hidden email]
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>
>

--
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

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Breig, Dr. Christoph (IDS GmbH)

Re: RelinkableHandle<YieldTermStructure> reset to Null

Hi Luigi, hi all,
yes, here is it. Do you have an idea how to reset "discTermStructure" after the initialisation of "spreadedDiscTermStructure".
-------------------
#include <ql/quantlib.hpp>

using namespace QuantLib;

int main(int, char* []) {

try {

QuantLib::RelinkableHandle<QuantLib::YieldTermStructure> discTermStructure;
boost::shared_ptr<YieldTermStructure> nullYTSPtr;
Date evaluationDate = Date(23,Month(10),2013);
boost::shared_ptr<YieldTermStructure> yts(new FlatForward(evaluationDate, 0.02, ActualActual()));
discTermStructure.linkTo(yts);
boost::shared_ptr<Quote> spread(new SimpleQuote(0.02));

// no problem
discTermStructure.linkTo(nullYTSPtr);
discTermStructure.linkTo(yts);

// problem
boost::shared_ptr<YieldTermStructure> spreadedDiscTermStructure(new ZeroSpreadedTermStructure(discTermStructure,Handle<Quote>(spread)));
discTermStructure.linkTo(nullYTSPtr);

system("PAUSE");
return 0;

} catch (std::exception& e) {
std::cerr << e.what() << std::endl;
system("PAUSE");
return 1;
} catch (...) {
std::cerr << "unknown error" << std::endl;
system("PAUSE");
return 1;
}
}

-------------

Best and thx
Chris

-----Ursprüngliche Nachricht-----
Von: Luigi Ballabio [mailto:[hidden email]]
Gesendet: Mittwoch, 23. Oktober 2013 18:08
An: Breig, Dr. Christoph (IDS GmbH)
Cc: QuantLib developers
Betreff: Re: [Quantlib-dev] RelinkableHandle<YieldTermStructure> reset to Null

It looks like the spreaded curve notifies its observers of the change,
one of them tries to perform some calculation as a consequence, and
the calculation fails because the handle is empty. Can you reproduce
the problem in a short program you can post?

Luigi

On Wed, Oct 23, 2013 at 4:49 PM, Breig, Dr. Christoph (IDS GmbH)
<[hidden email]> wrote:

Luigi Ballabio

Re: RelinkableHandle<YieldTermStructure> reset to Null

Ok, I see. It's YieldTermStructure::update(), which gets called when
the zero-spreaded curve is notified that the discount handle has
changed and tries to calculate the new reference date. Except it
can't, because the handle is empty.

As a quick and dirty fix, wrap the "if" in
YieldTermStructure::update() in a try/catch and just block the
exception. But be aware that this could hide other problems, i.e.,
actual exceptions in setJumps(). I'll try and commit a more robust
patch in the repository.

Luigi

On Wed, Oct 23, 2013 at 11:13 PM, Breig, Dr. Christoph (IDS GmbH)
<[hidden email]> wrote:

> Hi Luigi, hi all,
> yes, here is it. Do you have an idea how to reset "discTermStructure" after the initialisation of "spreadedDiscTermStructure".
> -------------------
> #include <ql/quantlib.hpp>
>
> using namespace QuantLib;
>
> int main(int, char* []) {
>
> try {
>
> QuantLib::RelinkableHandle<QuantLib::YieldTermStructure> discTermStructure;
> boost::shared_ptr<YieldTermStructure> nullYTSPtr;
> Date evaluationDate = Date(23,Month(10),2013);
> boost::shared_ptr<YieldTermStructure> yts(new FlatForward(evaluationDate, 0.02, ActualActual()));
> discTermStructure.linkTo(yts);
> boost::shared_ptr<Quote> spread(new SimpleQuote(0.02));
>
> // no problem
> discTermStructure.linkTo(nullYTSPtr);
> discTermStructure.linkTo(yts);
>
> // problem
> boost::shared_ptr<YieldTermStructure> spreadedDiscTermStructure(new ZeroSpreadedTermStructure(discTermStructure,Handle<Quote>(spread)));
> discTermStructure.linkTo(nullYTSPtr);
>
> system("PAUSE");
> return 0;
>
> } catch (std::exception& e) {
> std::cerr << e.what() << std::endl;
> system("PAUSE");
> return 1;
> } catch (...) {
> std::cerr << "unknown error" << std::endl;
> system("PAUSE");
> return 1;
> }
> }
>
> -------------
>
> Best and thx
> Chris
>
> -----Ursprüngliche Nachricht-----
> Von: Luigi Ballabio [mailto:[hidden email]]
> Gesendet: Mittwoch, 23. Oktober 2013 18:08
> An: Breig, Dr. Christoph (IDS GmbH)
> Cc: QuantLib developers
> Betreff: Re: [Quantlib-dev] RelinkableHandle<YieldTermStructure> reset to Null
>
> It looks like the spreaded curve notifies its observers of the change,
> one of them tries to perform some calculation as a consequence, and
> the calculation fails because the handle is empty. Can you reproduce
> the problem in a short program you can post?
>
> Luigi
>
>
> On Wed, Oct 23, 2013 at 4:49 PM, Breig, Dr. Christoph (IDS GmbH)
> <[hidden email]> wrote:
>> Hi Luigi, hi all
>>
>> the empty shared_ptr works fine for e.g. InterpolatedZeroCurves but not for
>> ZeroSpreadedTermStructures. Then, while setting the empty shared_ptr,
>> following error messages takes place:
>> "could not notify one or more observers: empty Handle cannot be
>> dereferenced"
>>
>> I'm at the moment using version 1.0 of QuantLib (in case the problem is a
>> bug and was already fixed).
>>
>> Best and thanks
>> Chris
>>
>> ________________________________
>> Von: Luigi Ballabio [mailto:[hidden email]]
>> Gesendet: Freitag, 18. Oktober 2013 16:13
>> An: Breig, Dr. Christoph (IDS GmbH)
>> Cc: QuantLib developers
>> Betreff: Re: [Quantlib-dev] RelinkableHandle<YieldTermStructure> reset to
>> Null
>>
>> Hi,
>> link it to an empty shared_ptr.
>>
>> Luigi
>>
>> On Oct 18, 2013 4:01 PM, "Breig, Dr. Christoph (IDS GmbH)"
>> <[hidden email]> wrote:
>>>
>>> Dear all,
>>>
>>> has anybody an idea how to set a Relinkable Handle who is already linked
>>> to a YieldTermStructure object back to Null, so that the function
>>> "empty()" returns again true?
>>>
>>> Best and thanks
>>> Chris
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> October Webinars: Code for Performance
>>> Free Intel webinars can help you accelerate application performance.
>>> Explore tips for MPI, OpenMP, advanced profiling, and more. Get the most
>>> from
>>> the latest Intel processors and coprocessors. See abstracts and register >
>>>
>>> http://pubads.g.doubleclick.net/gampad/clk?id=60135031&iu=/4140/ostg.clktrk
>>> _______________________________________________
>>> QuantLib-dev mailing list
>>> [hidden email]
>>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>>
>>
>
>
>
> --
> <https://implementingquantlib.blogspot.com>
> <https://twitter.com/lballabio>

Luigi Ballabio

Re: RelinkableHandle<YieldTermStructure> reset to Null

It should be fixed now in the git repository.

Luigi

On Thu, Oct 24, 2013 at 11:20 AM, Luigi Ballabio
<[hidden email]> wrote:

> Ok, I see. It's YieldTermStructure::update(), which gets called when
> the zero-spreaded curve is notified that the discount handle has
> changed and tries to calculate the new reference date. Except it
> can't, because the handle is empty.
>
> As a quick and dirty fix, wrap the "if" in
> YieldTermStructure::update() in a try/catch and just block the
> exception. But be aware that this could hide other problems, i.e.,
> actual exceptions in setJumps(). I'll try and commit a more robust
> patch in the repository.
>
> Luigi
>
>
> On Wed, Oct 23, 2013 at 11:13 PM, Breig, Dr. Christoph (IDS GmbH)
> <[hidden email]> wrote:
>> Hi Luigi, hi all,
>> yes, here is it. Do you have an idea how to reset "discTermStructure" after the initialisation of "spreadedDiscTermStructure".
>> -------------------
>> #include <ql/quantlib.hpp>
>>
>> using namespace QuantLib;
>>
>> int main(int, char* []) {
>>
>> try {
>>
>> QuantLib::RelinkableHandle<QuantLib::YieldTermStructure> discTermStructure;
>> boost::shared_ptr<YieldTermStructure> nullYTSPtr;
>> Date evaluationDate = Date(23,Month(10),2013);
>> boost::shared_ptr<YieldTermStructure> yts(new FlatForward(evaluationDate, 0.02, ActualActual()));
>> discTermStructure.linkTo(yts);
>> boost::shared_ptr<Quote> spread(new SimpleQuote(0.02));
>>
>> // no problem
>> discTermStructure.linkTo(nullYTSPtr);
>> discTermStructure.linkTo(yts);
>>
>> // problem
>> boost::shared_ptr<YieldTermStructure> spreadedDiscTermStructure(new ZeroSpreadedTermStructure(discTermStructure,Handle<Quote>(spread)));
>> discTermStructure.linkTo(nullYTSPtr);
>>
>> system("PAUSE");
>> return 0;
>>
>> } catch (std::exception& e) {
>> std::cerr << e.what() << std::endl;
>> system("PAUSE");
>> return 1;
>> } catch (...) {
>> std::cerr << "unknown error" << std::endl;
>> system("PAUSE");
>> return 1;
>> }
>> }
>>
>> -------------
>>
>> Best and thx
>> Chris
>>
>> -----Ursprüngliche Nachricht-----
>> Von: Luigi Ballabio [mailto:[hidden email]]
>> Gesendet: Mittwoch, 23. Oktober 2013 18:08
>> An: Breig, Dr. Christoph (IDS GmbH)
>> Cc: QuantLib developers
>> Betreff: Re: [Quantlib-dev] RelinkableHandle<YieldTermStructure> reset to Null
>>
>> It looks like the spreaded curve notifies its observers of the change,
>> one of them tries to perform some calculation as a consequence, and
>> the calculation fails because the handle is empty. Can you reproduce
>> the problem in a short program you can post?
>>
>> Luigi
>>
>>
>> On Wed, Oct 23, 2013 at 4:49 PM, Breig, Dr. Christoph (IDS GmbH)
>> <[hidden email]> wrote:
>>> Hi Luigi, hi all
>>>
>>> the empty shared_ptr works fine for e.g. InterpolatedZeroCurves but not for
>>> ZeroSpreadedTermStructures. Then, while setting the empty shared_ptr,
>>> following error messages takes place:
>>> "could not notify one or more observers: empty Handle cannot be
>>> dereferenced"
>>>
>>> I'm at the moment using version 1.0 of QuantLib (in case the problem is a
>>> bug and was already fixed).
>>>
>>> Best and thanks
>>> Chris
>>>
>>> ________________________________
>>> Von: Luigi Ballabio [mailto:[hidden email]]
>>> Gesendet: Freitag, 18. Oktober 2013 16:13
>>> An: Breig, Dr. Christoph (IDS GmbH)
>>> Cc: QuantLib developers
>>> Betreff: Re: [Quantlib-dev] RelinkableHandle<YieldTermStructure> reset to
>>> Null
>>>
>>> Hi,
>>> link it to an empty shared_ptr.
>>>
>>> Luigi
>>>
>>> On Oct 18, 2013 4:01 PM, "Breig, Dr. Christoph (IDS GmbH)"
>>> <[hidden email]> wrote:
>>>>
>>>> Dear all,
>>>>
>>>> has anybody an idea how to set a Relinkable Handle who is already linked
>>>> to a YieldTermStructure object back to Null, so that the function
>>>> "empty()" returns again true?
>>>>
>>>> Best and thanks
>>>> Chris
>>>>
>>>>
>>>> ------------------------------------------------------------------------------
>>>> October Webinars: Code for Performance
>>>> Free Intel webinars can help you accelerate application performance.
>>>> Explore tips for MPI, OpenMP, advanced profiling, and more. Get the most
>>>> from
>>>> the latest Intel processors and coprocessors. See abstracts and register >
>>>>
>>>> http://pubads.g.doubleclick.net/gampad/clk?id=60135031&iu=/4140/ostg.clktrk
>>>> _______________________________________________
>>>> QuantLib-dev mailing list
>>>> [hidden email]
>>>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>>>
>>>
>>
>>
>>
>> --
>> <https://implementingquantlib.blogspot.com>
>> <https://twitter.com/lballabio>
>
>
>
> --
> <https://implementingquantlib.blogspot.com>
> <https://twitter.com/lballabio>

--
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

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