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strange curve behavior

Posted by Alexander Zvyagin on Feb 24, 2017; 7:42pm
URL: http://quantlib.414.s1.nabble.com/strange-curve-behavior-tp18107.html

Dear all,

I encountered a very strange behavior related to QL curve discount()
method. Please, check the attached file. On my system it produces error
(see file error.txt). But if I comment out function "do_not_call_me()"
of the script (which just calls several times discount() method), the
error is gone. It is very confusing, imagine your code calls sqrt()
function and the first 100 calls are fine, but the 101st call fails...

Does any reasonable explanaition exists?

Thanks in advance,

Alexander.



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error.txt (768 bytes) Download Attachment