Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Fwd-Error-dereferencing-handle-for-fixings-in-an-index-tp8274p8275.html
If your error is that a null handle is dereferenced, then past fixings
are not involved.
You're probably missing the term structure needed to forecast future
fixings. Do you pass a yield term-structure handle to the index when
you build it? Do you link it to an actual term structure before
calculating the NPV?
Luigi
On Wed, Jun 13, 2012 at 11:49 AM, Rohan TALWAR <
[hidden email]> wrote:
> Hi
>
> 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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