Fixed bond - Empty Handle cannot be dereferenced

Posted by gbogaert on
URL: http://quantlib.414.s1.nabble.com/Fixed-bond-Empty-Handle-cannot-be-dereferenced-tp7595.html

Hello Everyone,

 

I am trying to calculate the NPV of a straight bond. I instantiated the yield curve and I relinked it to discountingTermStructure. But when I call fixedRateBond.NPV(), I got this message “empty Handle cannot be dereferenced”. Here is the code:

 

boost::shared_ptr<YieldTermStructure> depoSwapTermStructure(

                                                                new PiecewiseYieldCurve<Discount,LogLinear>(

                                                                                                settlementDate, depoSwapInstruments,

                                                                                                termStructureDayCounter,

                                                                                                std::vector<Handle<Quote> >(),

                                                                                                std::vector<Date>(),

                                                                                                tolerance));

RelinkableHandle<YieldTermStructure> discountingTermStructure;

boost::shared_ptr<PricingEngine> bondEngine(

                                                                new DiscountingBondEngine(discountingTermStructure));

fixedRateBond.setPricingEngine(bondEngine);

std::cout << fixedRateBond.NPV() << std::endl;

 

Someone would be so kind to give me some hints?

 

Thank you in advance for your help.

 

Gilles

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