Floating Rate Bond dumps core on AIX 5.3

Posted by shail on
URL: http://quantlib.414.s1.nabble.com/Floating-Rate-Bond-dumps-core-on-AIX-5-3-tp6731.html

Hello Can anybody help me regarding QuantLib . I am using Quantlib 0.9.0 and trying to built a wrapper code for Floating Rate Bond. It's working fine on WINDOWS but when i build it on AIX 5.3,it dumps core The code is as follows struct CommonVars {     // common data     Calendar calendar;     Date today;     Real faceAmount;       DayCounter dayCounter;       // cleanup     SavedSettings backup;       // setup     CommonVars() {         calendar = TARGET();         today = calendar.adjust(Date::todaysDate());           faceAmount = 100.0;             dayCounter = Actual360();     } };     int main(int, char* []) {       try {                         boost::timer timer;                         // "Testing floating-rate bond prices against cached values..."                             CommonVars vars;             Date today(22,November,2004);             Settings::instance().evaluationDate() = today;             Natural settlementDays = 1;               Handle<YieldTermStructure> riskFreeRate(boost::shared_ptr<YieldTermStructure>( new FlatForward(today,0.025,Actual360())));             Handle<YieldTermStructure> discountCurve(boost::shared_ptr<YieldTermStructure>(                                                                    new FlatForward(today,0.03,Actual360())));               boost::shared_ptr<IborIndex> index(new USDLibor(6*Months, riskFreeRate));                       Natural fixingDays = 1;             Real tolerance = 1.0e-6;                         Volatility capletVolatility = 0.00022;             Real capVal = 0.03;             Real floorVal = 0.02;                         // plain             Schedule sch(Date(30,November,2004),                                Date(30,November,2008),                                Period(Semiannual),                                UnitedStates(UnitedStates::GovernmentBond),                                ModifiedFollowing, ModifiedFollowing,                                DateGeneration::Backward, false);               FloatingRateBond bond1(settlementDays, vars.faceAmount, sch,                                              index, ActualActual(ActualActual::ISMA),                                              ModifiedFollowing, fixingDays,                                              std::vector<Real>(), std::vector<Spread>(),                                              std::vector<Rate>(), std::vector<Rate>(),                                              false,100.0, Date(30,November,2004));               boost::shared_ptr<PricingEngine> bondEngine(new DiscountingBondEngine(riskFreeRate));             bond1.setPricingEngine(bondEngine);               Real pri1 = bond1.NPV();             cout<<"\n Floating Rate NPV = "<< pri1 <<"\n"; } catch (std::exception& e) {         std::cout << e.what() << std::endl;         return 1; } catch (....) {         std::cout << "unknown error" << std::endl;         return 1; } } Can anyone tell me what can be the reason for it???

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