Posted by
Peter Caspers-4 on
Oct 04, 2015; 4:40pm
URL: http://quantlib.414.s1.nabble.com/dual-curve-bootstrapping-tp16940p16942.html
Hi,
the compiler is not able to match any of the four constructors. You
are obviously trying to call the second one. In your code
boost::shared_ptr<RateHelper> s12m(new SwapRateHelper(
Handle(s12mRate), 1*Years,
calendar, swFixedLegFrequency,
swFixedLegConvention, swFixedLegDayCounter,
swFloatingLegIndex,Handle<YieldTermStructure>(OISwapTermStructure)));
you should write Handle<Quote>(s12mRate), and make sure, that s12mRate
is of type boost::shared_ptr<Quote> and OISwapTermStructure is of type
boost::shared_ptr<YieldTermStructure>.
If you attach the full code we could have a more detailed look.
Peter
On 4 October 2015 at 16:44, ashwinids <
[hidden email]> wrote:
> I'm trying to learn dual curve bootstrapping by following the paper
> discouting.cpp
> <
http://quantlib.10058.n7.nabble.com/file/n16940/discouting.cpp>
>
https://www.google.co.in/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&cad=rja&uact=8&ved=0CBwQFjAAahUKEwj6wLCEjKnIAhVYkY4KHXK0DWQ&url=http%3A%2F%2Fssrn.com%2Fabstract%3D2219548&usg=AFQjCNGZ2tanuDrTuSxa_sYRNoRZVuaqyw&sig2=KLgOhmFSUYvZ7FcdKqI_2g&bvm=bv.104317490,d.c2E> <
https://www.google.co.in/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&cad=rja&uact=8&ved=0CBwQFjAAahUKEwj6wLCEjKnIAhVYkY4KHXK0DWQ&url=http%3A%2F%2Fssrn.com%2Fabstract%3D2219548&usg=AFQjCNGZ2tanuDrTuSxa_sYRNoRZVuaqyw&sig2=KLgOhmFSUYvZ7FcdKqI_2g&bvm=bv.104317490,d.c2E>
>
> First I created full ois discounting curve,then supplied it to the
> swapratehelper to bootstrap the forward curve.
>
> code for swapratehelper:
>
> boost::shared_ptr<RateHelper> s12m(new SwapRateHelper(
> Handle(s12mRate), 1*Years,
> calendar, swFixedLegFrequency,
> swFixedLegConvention, swFixedLegDayCounter,
>
> swFloatingLegIndex,Handle<YieldTermStructure>(OISwapTermStructure)));
>
> I'm getting compilation errors
> no known conversion for argument 1 from
> ‘QuantLib::Handle<QuantLib::Quote>’ to ‘QuantLib::Rate {aka double}
> no known conversion for argument 8 from
> ‘QuantLib::Handle<QuantLib::YieldTermStructure>’ to ‘const
> QuantLib::Handle<QuantLib::Quote>&
>
>
> These compilation error start after addition of
> QuantLib::Handle<QuantLib::YieldTermStructure> to swapratehelper
> constructor.
>
> I have attached a sample of the code.
> Please guide me here,what i'm doing wrong?
>
>
>
>
>
>
>
> --
> View this message in context:
http://quantlib.10058.n7.nabble.com/dual-curve-bootstrapping-tp16940.html> Sent from the quantlib-users mailing list archive at Nabble.com.
>
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