Re: QuantLib-SWIG: as_coupon() and friends in Python

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/QuantLib-SWIG-as-coupon-and-friends-in-Python-tp15935p15936.html

The last cashflow is the redempion, which is not a coupon, and
as_coupon(c) returns an empty shared_ptr to indicate a failed cast.
Check for that case, or just loop over bond.cashflows()[:-1].

Luigi

On Mon, Oct 6, 2014 at 2:23 PM, Pascal Haakmat <[hidden email]> wrote:

> Dear list,
>
> I seem to be having a problem using the as_coupon() SWIG function in
> Python.
>
> I've tested this using QuantLib revision
> 88aedbaf615de99143c71126dbd92827c3fff96f from May 27.
>
> Some pseudo-code for illustration:
>
> import QuantLib as QL
>
> ... create a FixedRateBond ...
>
> bond = QL.FixedRateBond(...)
> for cashflow in bond.cashflows():
>         coupon = QL.as_coupon(cashflow)
>         print "Date: " + str(coupon.date()) + \
>                 ", Amount: " + str(coupon.amount()) + \
>                 ", Accrual period: " + str(coupon.accrualPeriod())
>
> This fails with:
>
>   File "/usr/local/lib/python2.7/dist-packages/QuantLib/QuantLib.py",
> line 6271, in amount
>     def amount(self): return _QuantLib.CashFlow_amount(self)
> RuntimeError: Boost assertion failed: px != 0
>
> Other methods (like coupon.accrualPeriod()) fail in a similar manner.
>
> Thanks,
> Pascal
>
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