Revision: 17571
http://quantlib.svn.sourceforge.net/quantlib/?rev=17571&view=rev
Author: markjoshi
Date: 2011-01-11 03:10:33 +0000 (Tue, 11 Jan 2011)
Log Message:
-----------
fixed size of deflator and derivates vector
Modified Paths:
--------------
trunk/QuantLib/ql/models/marketmodels/pathwiseaccountingengine.cpp
Modified: trunk/QuantLib/ql/models/marketmodels/pathwiseaccountingengine.cpp
===================================================================
--- trunk/QuantLib/ql/models/marketmodels/pathwiseaccountingengine.cpp 2011-01-04 12:39:19 UTC (rev 17570)
+++ trunk/QuantLib/ql/models/marketmodels/pathwiseaccountingengine.cpp 2011-01-11 03:10:33 UTC (rev 17571)
@@ -38,7 +38,7 @@
numerairesHeld_(product->numberOfProducts()),
numberCashFlowsThisStep_(product->numberOfProducts()),
cashFlowsGenerated_(product->numberOfProducts()) ,
- deflatorAndDerivatives_(product->numberOfProducts()+1)
+ deflatorAndDerivatives_(pseudoRootStructure_->numberOfRates()+1)
{
numberRates_ = pseudoRootStructure_->numberOfRates();
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