http://quantlib.414.s1.nabble.com/Fixed-bond-Empty-Handle-cannot-be-dereferenced-tp7595p7600.html
> Dear All,
>
> 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.
> I checked the rates [depoSwapTermStructureSpreaded->zeroRate(sch.at(i))]
> for the same dates than the schedule dates. I compared these spreads to
> the risk free curve and I deducted a spread of 0.0175-0.0176. Should I
> not receive a spread of 0.01684? What did I do wrong?
>
> Thank you in advance for your help.
>
> Best regards,
>
> Gilles
>
> ----------
> Here it is the code:
> Rate MySpreadQuote = 0.01684;
> boost::shared_ptr<Quote> MySpreadRate (new SimpleQuote
> (MySpreadQuote));
>
> boost::shared_ptr<YieldTermStructure> depoSwapTermStructure(
> new PiecewiseYieldCurve<Discount,LogLinear>(
> settlementDate,
> depoSwapInstruments,
> termStructureDayCounter,
> std::vector<Handle<Quote> >(),
> std::vector<Date>(),
> tolerance));
>
> RelinkableHandle<YieldTermStructure> discountingTermStructure;
> discountingTermStructure.linkTo(depoSwapTermStructure);
> RelinkableHandle<YieldTermStructure> MyHandle;
> MyHandle.linkTo(depoSwapTermStructure);
>
> std::vector<Handle<Quote> > MySpreadRateVector(sch.size());
> std::vector<Date> mydates(sch.size());
>
> /* (...) I fed my dates vector and spreads vector (...) */
> for (int i=0; i < sch.size(); i++)
> {
> MySpreadRateVector[i] = Handle<Quote>(MySpreadRate);
> mydates[i]=sch.at(i);
> }
>
> boost::shared_ptr<YieldTermStructure>
> depoSwapTermStructureSpreaded(
> new
> PiecewiseZeroSpreadedTermStructure(
>
> MyHandle,MySpreadRateVector,mydates));
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