Re: Labor Day curve problem

Posted by kevinwang on
URL: http://quantlib.414.s1.nabble.com/Labor-Day-curve-problem-tp6771p6774.html

Hi, Luigi, i am using quantlib .0.9.6 and get the same error as Nathan when i call Npv() on a credit default swap, if only happens on some valuation dates, like oct20,2008 and oct17, 2008. Do you think it could be the same bug? How can i get the version 15311?

Thanks
Kevin


Luigi Ballabio wrote
On Wed, 2008-09-24 at 12:53 +0200, Ferdinando Ametrano wrote:
> On Tue, Sep 23, 2008 at 12:48 AM, Nathan Abbott <nkabbott@gmail.com> wrote:
> > I have having a problem with evaluating a swap near Labor Day.
>
> > I can reproduce it with the swap example by changing the calendar and the index. Here is the modified swap example.
> > [...]
> > All I did is change to evaluation date to August 28th, 2008, change the calendar
> > to JointCalendar(UnitedStates(UnitedStates::NYSE), UnitedKingdom(UnitedKingdom::Exchange)),
> > and change the the index from Euribor6M to USDLibor(6*Months).
>
> I applied your modifications and had no problem. see the attached
> file. I am using the current development trunk version

That's why you had no problem---I fixed that problem on the trunk about
a month ago. Nathan, if you're familiar with Subversion, you can
retrieve the changeset from revision 15311 and apply it to your sources.

Luigi


--

Steinbach's Guideline for Systems Programming:
Never test for an error condition you don't know how to handle.



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