[ quantlib-Bugs-507850 ] QuantlibPython IV func crashes python

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Bugs item #507850, was opened at 2002-01-23 22:19
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: QuantlibPython IV func crashes python

Initial Comment:

When the impl vol call is made with a value less
than or equal to parity (which is often the case for
bids in the marketplace), The Quantlibc.so library
crashes which crashes my python process as well.

This should have some boundary checking and return
0 or -1 if it is outside the boundaries.




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Comment By: Nobody/Anonymous (nobody)
Date: 2002-01-25 21:33

Message:
Logged In: NO

I see it on RHat 6.2 but not on Win 98

RHat 6.2:
Python 2.1.1 (#1, Nov 14 2001, 20:43:53)
[GCC egcs-2.91.66 19990314/Linux (egcs-1.1.2 release)] on
linux2
Type "copyright", "credits" or "license" for more
information.
>>> import QuantLib
>>> opt = QuantLib.EuropeanOption('Put', 4.0, 15,
0.0 ,0.0212, 0.0602739726027,
1.6)
>>> opt.impliedVolatility(12, 1e-6, 100)
Segmentation fault                  

Yet Win 98 has
>>> opt = QuantLib.EuropeanOption('Put', 4.0, 15,
0.0 ,0.0212, 0.0602739726027, 1.6)
>>> opt.impliedVolatility(12, 1e-6, 100)
Traceback (most recent call last):
  File "<pyshell#16>", line 1, in ?
    opt.impliedVolatility(12, 1e-6, 100)
Exception: root not bracketed: f[0.000100,4.000000] -> [-
1.01915488254814870000,-0.72995742951797027000]


I have no idea what the heck the "root not bracketed" means
though.

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