Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/using-quantlib-in-Matlab-tp9078p9081.html
On Mon, 2010-11-08 at 09:47 -0800, steven e. pav wrote:
> > It sounds like the library thinks the instrument is expired and skips the
> > calculation.
> > Are you settings the evaluation date correctly? (Look for where
> > Settings::instance().evaluationDate() is set in the standalone.)
>
> I do not think that is the problem. I tried an even simpler version of the
> code [...]
Hmm. In this case, I'm afraid I have no idea. You can try stepping
through the code in a debugger, if Matlab allows it, or at least adding
some print statement in the performCalculation() method of the
instrument and the calculate() method of the engine to try and see
what's happening...
Luigi
--
There are two ways to write error-free programs; only the third one
works.
-- unknown
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