Re: Problem making FloatingRateBond calculations in C#

Posted by sergvil on Oct 27, 2011; 2:34pm
URL: http://quantlib.414.s1.nabble.com/Problem-making-FloatingRateBond-calculations-in-C-tp6279p6283.html

>Can you send a self-contained program that shows the problem and that we
>can execute?

When I was making the self-contained program from my code I found the error.

I was creating IborIndex without iborcurve, and that was the cause of exception.

I was doing

IborIndex index = new Euribor(tenor);

instead of

IborIndex index = new Euribor(tenor, iborcurve);

Thanks for your help!

Kind regards.

Sergio.