Re: Relinkable handle problem

Posted by jojogh on
URL: http://quantlib.414.s1.nabble.com/Relinkable-handle-problem-tp14264p14291.html

Hi Luigi,

I am trying to fix the the issues by following your instructions, and fixed 2,3,4 issue. But, I tried to fix liborTermStructure handle, and set it relink to disTS, but the result of floating bond is still null. I am trying to fix it all the time, but i still do not know how to fix it. Where is my problem? How to solve it.

regards

Alex Zhang

2013/5/21 Luigi Ballabio <[hidden email]>

Hello,
    there are a few issues in your code:

1) the particular one you're having about an empty handle is because
you didn't set any curve to the liborTermStructure handle;
2) the null values are because you didn't set the evaluation date.
You define a today, but you're missing the

Settings::instance().evaluationDate() = today;

that will cause the calculations to be done at that date.
3) your discount curve spans three years, but the bond matures beyond
that date. You can either add more points, or extrapolate by adding
the instruction

disTS->enableExtrapolation();

before starting the calculations;
4) you'll need another Libor fixing for July 17 2009.

With the above changes, your program runs correctly.

Hope this helps,
    Luigi

On Tue, May 21, 2013 at 7:31 AM, Yuanhao Zhang <[hidden email]> wrote:
> I am now following the sample case bond to learn QuantLib. Then, I changed
> the Discount Yield Curve as my own one. But, i met the problem. Seems the
> class relinkable handle link to an empty discount curve, the result is all
> null much different from the sample case. What was the problem, am I
> following the right way to link the discount curve?
> Hope someone can help me.
>
> regards
>
> Alex Zhang
>

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