Ok, thanks. I've added the fix to the svn repository.
> In the attached file, the "patch" ... or simply the official cpibond.cpp file (QL 1.2) plus the following line in the Class constructor:
>
> ...
> // added to use the standard bond functions
> calculateNotionalsFromCashflows();
> ...
>
>
> Hope it helps.
> Cheers,
>
> Mirko Raso
>
> -----Messaggio originale-----
> Da: Luigi Ballabio [mailto:
[hidden email]]
> Inviato: 13 April 2012 09:34
> A: Seyfullah ÇETİN
> Cc: Raso Mirko (ICCREA Holding);
[hidden email]
> Oggetto: Re: [Quantlib-users] CPIbond
>
> I think that's correct. Do you have a patch you can send?
>
> Thanks,
> Luigi
>
> 2012/4/13 Seyfullah ÇETİN <
[hidden email]>:
>> Hi Mirko,
>>
>> Investigating the code I found the same, too. I added
>> calculateNotionalsFromCashflows() to the CPIBond constructor. But I
>> was just not so sure if it was the right solution. But the clean price
>> seems to be generated correctly.
>>
>> -----Original Message-----
>> From: Raso Mirko (ICCREA Holding) [mailto:
[hidden email]]
>> Sent: Thursday, April 05, 2012 12:39 PM
>> To: Seyfullah ÇETİN
>> Cc:
[hidden email]
>> Subject: Re: [Quantlib-users] CPIbond
>>
>> Hi all,
>> I've got the same problem on using cleanprice() method for the
>> cpibond, while it disappers when the NPV() method is invoked, as done
>> in the test suite.
>> Problems arise even calling other methods such as, for example,
>> accruedamount(...), dirtyprice() or yield(...).
>>
>> Investigating the code the problem seems to be connected to the
>> missing generation of the notional schedule of the bond
>> (notionalSchedule_ and notionals_ property).
>> In fact, due to the its "inflation nature", the cpibond doesn't call
>> the
>> addRedemptionsToCashflows(...) method because redemption is managed
>> directly by the inflationCashFlow class and, consequently, no
>> notional schedule is build.
>>
>> An easy workaround (I tested and works fine) is adding a call to
>> calculateNotionalsFromCashflows() method in the class definition
>> which generates the required schedule but doesn't alter the bond
>> cashflows and, more important, the final price.
>>
>>
>> Let me know if I missed some other aspects in the global cpibond
>> management or if there's another more appropriate solution.
>>
>> Ciao,
>> Mirko
>>
>> -----Messaggio originale-----
>> Da: Seyfullah ÇETİN [mailto:
[hidden email]]
>> Inviato: 22 March 2012 09:15
>> A:
[hidden email]
>> Cc: 'Luigi Ballabio'
>> Oggetto: Re: [Quantlib-users] CPIbond
>>
>> Hi again,
>>
>> Here is the code. It is pretty much same as the the one in test suite.
>>
>> In the line when I try to get the cleanprice() (cpiB.cleanPrice();), I
>> get a "Vector iterator offset out of range" exception.
>>
>> -----Original Message-----
>> From: Luigi Ballabio [mailto:
[hidden email]]
>> Sent: Tuesday, March 20, 2012 3:40 PM
>> To: Seyfullah ÇETİN
>> Subject: Re: [Quantlib-users] CPIbond
>>
>> May you send to the mailing list some code that reproduces the problem?
>>
>>
>> 2012/3/20 Seyfullah ÇETİN <
[hidden email]>:
>>> We get a C++ vector exception. It is thrown when Bond::notional(Date
>>> d)
>> is
>>> called. It is because notionalSchedule_ is empty I guess.
>>>
>>>
>>>
>>> From: Luigi Ballabio [mailto:
[hidden email]]
>>> Sent: Tuesday, March 20, 2012 1:47 PM
>>> To: Seyfullah ÇETİN
>>> Cc:
[hidden email]
>>> Subject: Re: [Quantlib-users] CPIbond
>>>
>>>
>>>
>>> 2012/3/16 Seyfullah ÇETİN <
[hidden email]>
>>>
>>> I haven't seen many examples of CPIBond usage. There is only one in
>>> test suite which is used for CPI Swap constintency. I tried to use
>>> some parts
>> of
>>> that code chunk to create a CPIbond and access its methods. I can get
>>> some of them but for example, I can not access cleanprice(), it
>>> throws an exception. Is CPIbond a useable class or just still under construction?
>>>
>>>
>>> It should be usable. What is the message of the exception? Setting
>>> up the inflation curves might be tricky.
>>>
>>> Luigi
>>>
>>>
>>>
>>>
>>> --
>>> This message has been scanned for viruses and dangerous content by
>>> MailScanner, and is believed to be clean.
>>
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