I think that's correct. Do you have a patch you can send?
> 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
>>
>>
>>
>>
>> --
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