http://quantlib.414.s1.nabble.com/Piecewise-Yield-curve-test-tp13473p13474.html
the mailing list for the C++ version. You might have better luck
asking on the JQuantLib forums or mailing lists. The links for both
>.
> Hi,
> I am a new person into this QuantLib (both C++ and Java) world and trying to
> understand the various models published and particularly on piece wise yield
> curve
> (for ALM yield curve modelling). I am using the version 1.2. When I try to test
> a simple piece wise (Discount, LogLinear) model, I get the below stack trace.
>
>
> Exception in thread "main" java.lang.NullPointerException
> at
> org.jquantlib.termstructures.yieldcurves.InterpolatedZeroCurve.maxDate(Interpola
> tedZeroCurve.java:234)
> at
> org.jquantlib.termstructures.AbstractTermStructure.checkRange(AbstractTermStruct
> ure.java:286)
> at
> org.jquantlib.termstructures.AbstractYieldTermStructure.discount(AbstractYieldTe
> rmStructure.java:375)
> at
> org.jquantlib.termstructures.AbstractYieldTermStructure.discount(AbstractYieldTe
> rmStructure.java:367)
> at
> org.jquantlib.termstructures.yieldcurves.PiecewiseYieldCurve.discount(PiecewiseY
> ieldCurve.java:687)
> at org.jquantlib.indexes.IborIndex.forecastFixing(IborIndex.java:240)
> at
> org.jquantlib.indexes.InterestRateIndex.fixing(InterestRateIndex.java:175)
> at
> org.jquantlib.indexes.InterestRateIndex.fixing(InterestRateIndex.java:180)
> at
> org.jquantlib.testsuite.termstructures.yieldcurves.PiecewiseYieldCurveTest.testC
> urveConsistency(PiecewiseYieldCurveTest.java:407)
> at
> org.jquantlib.testsuite.termstructures.yieldcurves.PiecewiseYieldCurveTest.testC
> urveConsistency(PiecewiseYieldCurveTest.java:381)
> at
> org.jquantlib.testsuite.termstructures.yieldcurves.PiecewiseYieldCurveTest.testS
> plineZeroConsistency(PiecewiseYieldCurveTest.java:718)
>
> I used the sample test program provided in the 'testsuite'. I tried to debug and
> finally understand that 'Interpolation' curve is not initialized at all.
> Can anyone help to provide me a working sample of a piece wise yield curve in
> Java using JQuantLib (v1.2)? Thanks.
>
>
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