Error using the piecewiseYieldCurve class with template arguments PiecewiseYieldCurve<ForwardRate, LogLinear>

Posted by Ramon Lozano on
URL: http://quantlib.414.s1.nabble.com/Error-using-the-piecewiseYieldCurve-class-with-template-arguments-PiecewiseYieldCurve-ForwardRate-Lo-tp114.html

Hi,

 

 I am trying to use the PiecewiseYieldCurve class. Drawing from the SwapValuation example provided, I get an error when I change the argument from PiecewiseYieldCurve<Discount,LogLinear>

to PiecewiseYieldCurve<ForwardRate,LogLinear>. When i checked the status of the bootstrap member, it says valid_curve = false? Kind of stuck what the problem is here, because when I run it with Discount everything works fine, but when I change it to ForwardRate i get an unhandled exception. Have attached the code.

 

thanks

 

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