Bugs item #2985589, was opened at 2010-04-11 23:00
Message generated for change (Settings changed) made by lballabio
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: perissf (perissf)
>Assigned to: Luigi Ballabio (lballabio)
Summary: Access violation when pricing coupon
Initial Comment:
Hi all,
I attach a code snippet that produces an access violation error when trying to price a FloatingRateCoupon with BlackIborCouponPricer. QL version is 1.0
Cheers
Francesco
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