http://quantlib.414.s1.nabble.com/RelinkableHandle-YieldTermStructure-reset-to-Null-tp14597p14613.html
Ok, I see. It's YieldTermStructure::update(), which gets called when
changed and tries to calculate the new reference date. Except it
exception. But be aware that this could hide other problems, i.e.,
actual exceptions in setJumps(). I'll try and commit a more robust
On Wed, Oct 23, 2013 at 11:13 PM, Breig, Dr. Christoph (IDS GmbH)
> Hi Luigi, hi all,
> yes, here is it. Do you have an idea how to reset "discTermStructure" after the initialisation of "spreadedDiscTermStructure".
> -------------------
> #include <ql/quantlib.hpp>
>
> using namespace QuantLib;
>
> int main(int, char* []) {
>
> try {
>
> QuantLib::RelinkableHandle<QuantLib::YieldTermStructure> discTermStructure;
> boost::shared_ptr<YieldTermStructure> nullYTSPtr;
> Date evaluationDate = Date(23,Month(10),2013);
> boost::shared_ptr<YieldTermStructure> yts(new FlatForward(evaluationDate, 0.02, ActualActual()));
> discTermStructure.linkTo(yts);
> boost::shared_ptr<Quote> spread(new SimpleQuote(0.02));
>
> // no problem
> discTermStructure.linkTo(nullYTSPtr);
> discTermStructure.linkTo(yts);
>
> // problem
> boost::shared_ptr<YieldTermStructure> spreadedDiscTermStructure(new ZeroSpreadedTermStructure(discTermStructure,Handle<Quote>(spread)));
> discTermStructure.linkTo(nullYTSPtr);
>
> system("PAUSE");
> return 0;
>
> } catch (std::exception& e) {
> std::cerr << e.what() << std::endl;
> system("PAUSE");
> return 1;
> } catch (...) {
> std::cerr << "unknown error" << std::endl;
> system("PAUSE");
> return 1;
> }
> }
>
> -------------
>
> Best and thx
> Chris
>
> -----Ursprüngliche Nachricht-----
> Von: Luigi Ballabio [mailto:
[hidden email]]
> Gesendet: Mittwoch, 23. Oktober 2013 18:08
> An: Breig, Dr. Christoph (IDS GmbH)
> Cc: QuantLib developers
> Betreff: Re: [Quantlib-dev] RelinkableHandle<YieldTermStructure> reset to Null
>
> It looks like the spreaded curve notifies its observers of the change,
> one of them tries to perform some calculation as a consequence, and
> the calculation fails because the handle is empty. Can you reproduce
> the problem in a short program you can post?
>
> Luigi
>
>
> On Wed, Oct 23, 2013 at 4:49 PM, Breig, Dr. Christoph (IDS GmbH)
> <
[hidden email]> wrote:
>> Hi Luigi, hi all
>>
>> the empty shared_ptr works fine for e.g. InterpolatedZeroCurves but not for
>> ZeroSpreadedTermStructures. Then, while setting the empty shared_ptr,
>> following error messages takes place:
>> "could not notify one or more observers: empty Handle cannot be
>> dereferenced"
>>
>> I'm at the moment using version 1.0 of QuantLib (in case the problem is a
>> bug and was already fixed).
>>
>> Best and thanks
>> Chris
>>
>> ________________________________
>> Von: Luigi Ballabio [mailto:
[hidden email]]
>> Gesendet: Freitag, 18. Oktober 2013 16:13
>> An: Breig, Dr. Christoph (IDS GmbH)
>> Cc: QuantLib developers
>> Betreff: Re: [Quantlib-dev] RelinkableHandle<YieldTermStructure> reset to
>> Null
>>
>> Hi,
>> link it to an empty shared_ptr.
>>
>> Luigi
>>
>> On Oct 18, 2013 4:01 PM, "Breig, Dr. Christoph (IDS GmbH)"
>> <
[hidden email]> wrote:
>>>
>>> Dear all,
>>>
>>> has anybody an idea how to set a Relinkable Handle who is already linked
>>> to a YieldTermStructure object back to Null, so that the function
>>> "empty()" returns again true?
>>>
>>> Best and thanks
>>> Chris
>>>
>>>
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>>
>
>
>
> --
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