Re: Problem with XL-Addin function qlFixedRateBondHelper

Posted by Kim Kuen Tang on
URL: http://quantlib.414.s1.nabble.com/Problem-with-XL-Addin-function-qlFixedRateBondHelper-tp6473p6474.html

Hi Michael,

use qlFixedRateBondHelper2 instead of qlFixedRateBondHelper.

Cheers,
Kim

Michael Waßmann schrieb:

> 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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>
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