Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Fixed-bond-Empty-Handle-cannot-be-dereferenced-tp7595p7598.html
On Tue, 2009-07-07 at 14:39 +0200, Bogaert, Gilles wrote:
> I got a question concerning the spread curve. I built at first a zero
> curve. Then I wanted to add a spread to this curve. My aim was to add a
> flat spread curve to pull up the previous zero curve. To do so, I built
> a spread vector with a value of 0.01684 and a date vector with the same
> dates than my bond schedule.
You might try adding the settlement date as the first date in the vector
and removing earlier dates. I don't remember how the piecewise-spreaded
curve works exactly, but if your first date is before the settlement, it
might start integrating there and get an additional spread.
Luigi
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