"invalid vector<T> subscript" error

Posted by Nicholas Manganaro-2 on
URL: http://quantlib.414.s1.nabble.com/invalid-vector-T-subscript-error-tp14936.html

I am using QuantLibXL 1.3.0 in a fixed rate bond analysis.

 

I have found that if I have an EffectiveDate in the same month as the TerminationDate in the Schedule for a fixed rate bond, set up as below for example, I get what looks like a valid schedule ID. However, I get a an error that says: “qlFixedRate – invalid vector<T> subscript” for the qlFixedRateBond for which I have created the schedule, which seems to be generated from “vector” in “C:\Program Files (x86)\Microsoft Visual Studio 11.0\VC\include\”.

 

If I use the “False” setting for the EndOfMonth value for the FixedRateBond, no error is thrown. Please note, I am looking at Treasuries, so I think the “True” setting is accurate.

 

I tried moving both the EffectiveDate and TerminationDate a year later, so the termination date would not fall on a weekend. In that case, the error is still thrown if the EOM setting is True and the EffectiveDate and TerminationDate are in the same month.

 

Please let me know what about the EndOfMonth setting would lead to the error, and if the error is what you would expect for the security logically, not programmatically.

 

Naively, it seems that representing a principal payment and a coupon payment within a month from the effective date should not be as complicated as many of the other wonders in QuantLib.

Thanks,

Nick

 

FixedRateBond	#NUM!
Error	qlFixedRateBond - invalid vector<T> subscript
ObjectID	912827E81v
Description	FixedRateBondID
Currency	USD
SettlementDays	1
FaceAmount	100
ScheduleID	ScheduleID#0046
Coupons	7.2500%
DayCounter	Actual/Actual (ISMA)
PaymentBDC	Unadjusted
Redemption	100
IssueDate	9/3/1991
PaymentCalendar	UnitedStates::GovernmentBond
Permanent	FALSE
Trigger
Schedule	ScheduleID#0046
Error
ObjectID	ScheduleID
EffectiveDate	8/22/1996
TerminationDate	8/31/1996
Tenor	6M
Calendar	UnitedStates::GovernmentBond
Convention	Unadjusted
TermDateConv	Unadjusted
GenRule	Backward
EndOfMonth	TRUE
FirstDate
NextToLastDate
Permanent	FALSE
Trigger

 

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