Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/QuantLib-running-overnight-tp1254p1255.html
On Wed, 2007-08-08 at 16:39 -0500, JURAJ HUSKA wrote:
> I recently encountered the following problem(?). I need to run some
> (long...) calculations overnight and I am using QuantLib (the C# dll
> generated by Swig) all over the place in my code. The calculation
> stops at midnight (or throws an exception caught somewhere in a
> try-catch statement). I don't exactly know where the problem is coming
> from but: can something go wrong if I start a calculation and let it
> run overnight untill the next day? Here I am mostly alluding to the
> possible screw-up caused by Evaluation Date changing at midnight.
Jurai,
yes, it's possible that the change of evaluation date at midnight
breaks the calculation. As a workaround, you can set it at the beginning
of your calculations so that it doesn't change---I don't remember the
interface of the C# bindings, but the syntax in C++ would be
Settings::instance().evaluationDate() = Date::todaysDate();
Later,
Luigi
--
Barker's Proof:
Proofreading is more effective after publication.
-------------------------------------------------------------------------
This SF.net email is sponsored by: Splunk Inc.
Still grepping through log files to find problems? Stop.
Now Search log events and configuration files using AJAX and a browser.
Download your FREE copy of Splunk now >>
http://get.splunk.com/_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users