Problem making FloatingRateBond calculations in C#

Posted by sergvil on Oct 25, 2011; 10:05am
URL: http://quantlib.414.s1.nabble.com/Problem-making-FloatingRateBond-calculations-in-C-tp6279.html

Hello

I'm using QuantLib wrapper for C#. I have to do some calculations based on three types of securities: Fixed Rate Bond, Zero Coupon Bond and Fixed Rate Bond. I'm getting some problems with last type. The calculations I'm implementing are the next ones:

Theoretical Clean Price
Theoretical Dirty Price
Theoretical Bond Yield
Yield To Maturity
Time To Maturity
Accrued Amount
Net Present Value
Basis-Point Sensivity
Internal Rate of Return
Modified Duration
Macaulay Duration
Duration
Convexity
Basis-Point Value
Z-Spread

When I create the bond and try to execute all calculations, I get the same error in all calculations except Time To Maturity and Basis-Point Sensivity. The thrown exception message is "empty Handle cannot be dereferenced".

Please, say me what part of the code you need to check and I'll put here.

Thank you in advance.

Sergio