QuantLib - Fwd: Error dereferencing handle (for fixings in an index)

Fwd: Error dereferencing handle (for fixings in an index)

Posted by rohan talwar on
URL: http://quantlib.414.s1.nabble.com/Fwd-Error-dereferencing-handle-for-fixings-in-an-index-tp8274.html

I have tried to trace back the error dereferencing the handle problem but it seems to relate to code examples not QL XL.

I am trying to put a worksheet together to calc an FRN and the fixings are added to an index as a time series. However, when trying to get the accruals and also NPV which needs the set leg it seems, it falls over. I can send the worksheet if required (it's a bit messy).

I've looked at the examples, but these don't relate to where you have a series of fixings, only if you ad an individual fixing.

Any ideas would be greatly appreciated.

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