Oh, yes, you need to
capture C++ exceptions to see the problem. My environment is VS2008 x64 debug.
QuantLib is 1.1 and compiled via VS2008.
If you do not capture
the C++ exceptions in the VS, then all QL_REQUIRE
will just slip away quitely without detection. The
reason you see 4 tables normally calculated is because C++ exceptions are not
caught and the result of startDiscount calculation in the DiscountingSwapEngine::calculate() is
not used any where. So everything seems to be normal. So this leads to my
original question, why do we need to calculate startDiscount in the first place.
This startDiscount calcualtion will kill the valuation situation I mentioned at
least theoretically. I guess QuantLib have a few such gray/black areas whose
reason to exist is faded through history.
Jicun
From: Hong Yu
[mailto:[hidden email]]
Sent: den 21 juni 2011
14:43
To: Jicun Zhong
Cc: Yu Hong
Subject: Re:
[Quantlib-users] VanillaSwap evaluation between effective andtermination
date
Hello, I have
downloaded your attached source, and still I can compile and run with the same
4-table output, including NPV values’ display. I did such on
Ubuntu-Linux-10.04-LTS with the newest QuantLib trunk
source.
So may I ask
about your computing environment? Linux or Unix or Windows or other
operating system? Which version of QuantLib library you use? Did you
compile QuantLib or install using installer program? We may again refer to
other people in the mailing list for suggestions, if helpful.
Thanks!
Regards,
Hong
Yu
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