Posted by
Luigi Ballabio on
Oct 25, 2011; 11:12am
URL: http://quantlib.414.s1.nabble.com/Problem-making-FloatingRateBond-calculations-in-C-tp6279p6284.html
On Tue, 2011-10-25 at 03:05 -0700, sergvil wrote:
> 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.
I think you mean floating-rate bond?
> 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".
My guess is that you're passing to the bond constructor an Euribor or
Libor index without linking it to a yield term structure for forecasting
index fixings. How are you creating the index and the bond?
Luigi
--
Though this be madness, yet there is method in't.
-- Hamlet, Act II, scene II
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