Re: Relinkable handle problem

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Relinkable-handle-problem-tp14264p14292.html

You didn't fix 2).
Just re-enable the line

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

that you commented out. With that change, the attached main.cpp works.

Luigi


On Wed, May 29, 2013 at 5:26 AM, Yuanhao Zhang <[hidden email]> wrote:

> 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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>
>

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