Re: exception handling on Unix

Posted by Luigi Ballabio-2 on
URL: http://quantlib.414.s1.nabble.com/exception-handling-on-Unix-tp2545p2553.html

At 10:49 AM 5/21/03 +0200, [hidden email] wrote:
>I'm using the EuropeanOption.cpp example to deduce the implied volatility
>of options.
>There's the try-catch in the source code as you explained me.
>Now everything goes fine except when it is impossible to find a solution.
>the Brent algorithm should give me an exception like:"Exception happend for
>matrix point: root not bracketed: f[0.0001000000,4.0000000000] ->
>[0.63761133978130147000,6.27375654274655490000]" (I see that on NT) but on
>Unix I only see  a core dump.

Xavier,
         can you send me the inputs you're using? Also, what kind of option
are you analyzing? And if it is as European, are you using the old-style or
the new-style option?

Later,
         Luigi