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From: <tar...@li...> - 2010-08-19 17:41:56
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Hello, I am implementing an optionlet stripper as described below // START CODE boost::shared_ptr<CapFloorTermVolSurface> capfloorVolSurf; capfloorVolSurf = boost::shared_ptr<CapFloorTermVolSurface>(new CapFloorTermVolSurface(0, iCal, iRollConv, iOptionTenors, iStrikes, iSigmas, iDayCount)); // Underlying Libor index (Euribor 6-Months) boost::shared_ptr<IborIndex> iborIndex(new Euribor6M(yieldTermStructure)); boost::shared_ptr<OptionletStripper> capletStripper1(new OptionletStripper1 (capfloorVolSurf,iborIndex,Null<Rate>(),0.00000001)); boost::shared_ptr<StrippedOptionletAdapter> capletStrippedAdapt = boost:: shared_ptr<StrippedOptionletAdapter>(new StrippedOptionletAdapter (capletStripper1)); Date maximdate=capletStrippedAdapt->maxDate(); // END CODE all input data look ok but when I go to use the capletStripperAdapt pointer my system crash and debugging it the problem is in the file sp_counter_base_w32. hpp line 100 (boost lib) with the following exception: Unhandled exception at 0x05673360, access violation writing location 0xffff6234 Any clue? Thanks in advance, Paolo |