Posted by
André de Boer on
Feb 23, 2016; 2:19pm
URL: http://quantlib.414.s1.nabble.com/calibrationhelper-and-inflation-calibration-tp17316.html
Hi,
When moving to QuantLib version 1.7.1 we suddenly experience problems
with inflation calibration, error message: 'empty handle cannot be
dereferenced'.
The class InflationCapHelper inherits from CalibrationHelper:
class InflationCapHelper : public QuantLib::CalibrationHelper {
public:
InflationCapHelper(const QuantLib::Date& startDate,
QuantLib::CapFloor::Type type,
const QuantLib::Size& years,
const QuantLib::Period& intervalTime,
const boost::shared_ptr<QuantLib::InflationIndex>& index,
QuantLib::Rate strike,
const QuantLib::Period& forwardStart,
QuantLib::Real nominal,
double marketPrice);
virtual ~InflationCapHelper();
virtual void addTimesTo(std::list<QuantLib::Time>& times) const;
virtual QuantLib::Real modelValue() const;
virtual QuantLib::Real blackPrice(QuantLib::Volatility volatility) const;
private:
boost::shared_ptr<InflationCapFloor> inflationDerivative_;
};
Compared to earlier versions of QuantLib we see that
calibrationhelper.hpp has changed and inherits now from lazyobject in
stead from observer and observable.
How to overcome this issue?
Thnx,
André
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