Re: MSVCRT Runtime Error
Posted by
Lucas Ingles on
Aug 27, 2015; 12:36am
URL: http://quantlib.414.s1.nabble.com/MSVCRT-Runtime-Error-tp16846p16850.html
Eric, sorry for the late response.
Thanks very much for the ideas. In fact, the inputs of the successful execution outside Excel (simple fake data), were different from the Excel inputs (real market curves).
I thought the problem was using template classes, but after comparing the two inputs, I realized: InterpolatedZeroCurve<Interpolator> fails when we construct it with consecutive points (in actual days, i.e. consecutive days).
I can initialize the object with some consecutive points, but when ALL points are consecutive the class breaks. I will try to study the objects to understand this behaviour and if I succeed I will post here the reason.
More information: I am initializing the object using the simple dates and yields vector, without using the "jumps" vector. Also, I will try to post an example here in the next days.
Again, thanks very much for the help,
Lucas
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