Re: R: Re: R: Re: Curve building with depo, futures and swaps

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/R-Re-R-Re-Curve-building-with-depo-futures-and-swaps-tp7804p7805.html

On Fri, 2010-08-06 at 08:29 +0200, [hidden email] wrote:

> well the try/catch I used look like this
>
> try {
> ...... (code)
>
>      } catch (std::exception& e) {
>             std::cerr << e.what() << std::endl;
>      } catch (...) {
>             std::cerr << "unknown error" << std::endl;
>       }
>
> I get the expections if I use swaps

Does it run
    std::cerr << e.what() << std::endl;
in that case? If so, what does it print?

> In all these cases, the following  message is the debug output (which it looks
> a problem coming from the link between MATLAB and Microsoft VS):
> First-chance exception at 0x053ec94c in MATLAB.exe: 0xC0000005: Access
> violation reading location 0x00000004.

This looks more like an out-of-bounds access or something like it. To
get some more information, you might try recompiling with some updated
settings, as suggested in
<http://sourceforge.net/mailarchive/forum.php?thread_name=AANLkTimm4AA_Vbi5elHT2H9u5oWRwzKJUKR65sqEPtXe%40mail.gmail.com&forum_name=quantlib-dev>.

Later,
        Luigi


--

Newton's Law of Gravitation:
What goes up must come down. But don't expect it to come down
where you can find it. Murphy's Law applies to Newton's.



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