Test suit broken? termstructures.cpp

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

Test suit broken? termstructures.cpp

Lapin
Hi,

The following code does not seem to work anymore in 0.8.1
It was taken from termstructures.cpp in the test suit.

        for( int i =0 ; i < DepoNumber ; ++i )
                instruments[i] = boost::shared_ptr<RateHelper>(
                new DepositRateHelper( Rate[i],
                               Maturity[i],
                               fixingDays, calendar,
                               swFixedLegConv, true,
                               fixingDays, depositDayCounter)) ;

The Rate argument does not seems to be recognized as a good argument for the DepositRateHelper constructor since Quantlib is waiting a const Handle<Quote>&.