Bug within the YieldCurve bunch of classes

Posted by Toyin Akin on
URL: http://quantlib.414.s1.nabble.com/ObjectHandler-and-evaluationDate-tp3963p3971.html


Hi all,

There is a bug within the YieldCurve bunch of classes (at least when you use
it the way I do.)

If you call the curve constructors using the version which does not take the
calendar object as an argument (ie DiscountCurve, which is ultimately
derived
from InterpolatedDiscountCurve), any call to the calendar() method of the
Handle< YieldTermStructure> object will cause a crash as the calendar
boost pointer object is invalid !!!

Toy out.