Problem with XL-Addin function qlFixedRateBondHelper

Posted by Michael Waßmann on Apr 01, 2010; 12:04pm
URL: http://quantlib.414.s1.nabble.com/Problem-with-XL-Addin-function-qlFixedRateBondHelper-tp6473.html

Hi there,
I have a problem with the Excel function qlFixedRateBondHelper in Quantlib
Version 1.0.
The error messsage I get is: "qlFixedRateBondHelper - Boost assertion
failed: px != 0" which is due to an uninitialized bond parameter in the
BondHelper constructor. (see attached example)

The shared_ptr bond is created in the BondHelper constructor and passed to
the RateHelper (...new QuantLib::BondHelper(cleanPrice, bond)) as a null
pointer, which causes the exception.
The FixedRateBondHelper in Quantlib itself works fine, the error occurs in
the QL-Addin only.

Anybody who can help me?

Michael

QuantlibAddin/qlo/ratehelper.cpp line 211:
...
   BondHelper::BondHelper(
            const shared_ptr<ValueObject>& properties,
            const QuantLib::Handle<QuantLib::Quote>& cleanPrice,
            const shared_ptr<QuantLib::Bond>& bond,
            bool permanent)
    : RateHelper(properties, permanent) {
        libraryObject_ = shared_ptr<QuantLib::BondHelper>(new
            QuantLib::BondHelper(cleanPrice, bond));
    }
....


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