Re: Re: managed c++

Posted by Vitthal Kulkarni on
URL: http://quantlib.414.s1.nabble.com/Managed-c-tp2934p2935.html

 
Hi,

I have problem in capflatvolatilityvector class. I implementing it in .net and using C# 3.1 library by thiel.

I am getting InvalidCastException error : "Specified cast not vaid error"

I hav coded it in following form

*------------------------------------------------

int SettlementDays=2;

int swFixedLegFrequency = 1;
Thirty360US swFixedLegDayCounter = new Thirty360US();
     
London LN=new London();
DateTime todaysDate=System.DateTime.Today;
settlementDate= LN.Advance(todaysDate, SettlementDays, TimeUnit.Days);

ArrayList Periodstest=new ArrayList();
DoubleVector Periodsvol=new DoubleVector();

volperiod=new Period(1,TimeUnit.Years);
  Periodstest.Insert(0,volperiod.Length);
volperiod=new Period(2,TimeUnit.Years);
  Periodstest.Insert(1,volperiod.Length);
volperiod=new Period(3,TimeUnit.Years);
  Periodstest.Insert(2,volperiod.Length);
volperiod=new Period(4,TimeUnit.Years);
  Periodstest.Insert(3,volperiod.Length);

Periodsvol.Insert(0,20);
Periodsvol.Insert(1,30);
Periodsvol.Insert(2,40);
Periodsvol.Insert(3,50);

CapVol=new CapFlatVolatilityVector
     (todaysDate,LN,SettlementDays,Periodstest,
          Periodsvol,swFixedLegDayCounter);

I would appreciate your comments on the error above.

regards,

Vitthal