run time error on windows

[Guowen Han]

Hi, group;

I get following error message when I run a modified BermudanSwaption program on my windows 2000 pro (sp4) machine (QuantLib 0.3.10, minGW g++ 3.4.2, boost-1.32)

In function
const QuantLib::Histroy& QuantLib::IndexManager::getHistory(const std::string&) const:
USDLibor6m act/act <ISDA> history not loaded

Does anyone know how to solve this problem.


Thanks.

Guowen

[Luigi Ballabio]

On 07/28/2005 03:00:18 PM, Guowen Han wrote:
>
> In function
> const QuantLib::Histroy& QuantLib::IndexManager::getHistory(const
> std::string&) const:
> USDLibor6m act/act <ISDA> history not loaded

Guowen,
        it's hard to say where the problem is exactly without seeing  
the program. However, the error suggests that some calculation of yours  
needs the value of a floating coupon which fixed in the past. You can  
provide the library with the fixing by using IndexManager::setHistory.

Later,
        Luigi

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