[Quantlib-dev] QuantLib 1.2 error at memory location

[<tar...@li...>]

Hello,

I have update QuantLib from 1.1 to 1.2 and I got a strange error.

QLSBTesting.exe': Loaded 'C:\WINDOWS\system32\ntdll.dll', Cannot find or open 
the PDB file
'QLSBTesting.exe': Loaded 'C:\WINDOWS\system32\kernel32.dll', Cannot find or 
open the PDB file
'QLSBTesting.exe': Loaded 'C:\WINDOWS\system32\msvcp100.dll', Cannot find or 
open the PDB file
'QLSBTesting.exe': Loaded 'C:\WINDOWS\system32\msvcr100.dll', Cannot find or 
open the PDB file
First-chance exception at 0x7c812afb in QLSBTesting.exe: Microsoft C++ 
exception: QuantLib::Error at memory location 0x0012fc68..
The program '[4108] QLSBTesting.exe: Native' has exited with code 0 (0x0).

Here is the piece of code which worked on 1.1 but return me the above error 
after moved to 1.2. The pronlem is when I call the InterpolatedDiscountCurve ( 
see at the end of the code)
Have you any clue?

Thanks in advance
Paolo

                                           std::vector<std::string> sb_dates;
		sb_dates.push_back("2012-10-03");
		sb_dates.push_back("2012-11-05");
		sb_dates.push_back("2012-11-05");
		sb_dates.push_back("2012-12-05");
		sb_dates.push_back("2013-10-07");
		sb_dates.push_back("2014-10-06");
		sb_dates.push_back("2017-10-05");
		sb_dates.push_back("2024-10-07");
		sb_dates.push_back("2032-10-05");

		std::vector<double> sb_values;
		sb_values.push_back(1.0);
		sb_values.push_back(0.999981);
		sb_values.push_back( 0.99997);
		sb_values.push_back( 0.999878);
		sb_values.push_back( 0.996254);
		sb_values.push_back( 0.991456);
		sb_values.push_back(0.95465);
		sb_values.push_back( 0.785955);
		sb_values.push_back(0.623019);

		std::string sb_datatype("discountfactor");
		std::string sb_dcf("act360");
		std::string sb_interpolation("Linear");
		std::vector<std::string> sb_dates2interp;

		std::vector<QuantLib::Date> dates;
		if (dates.size() < sb_dates.size()) { dates.resize(sb_dates.size()); }
		std::vector<QuantLib::Date> dates2interp;
		if (dates2interp.size() < sb_dates2interp.size()) { dates2interp.resize
(sb_dates2interp.size()); }

		// Converting the dates string into QuantLib Date
		for (size_t i=0; i<sb_dates.size(); ++i) {
			dates[i] = QuantLib::DateParser::parseISO(sb_dates[i]);
		}
		for (size_t i=0; i<sb_dates2interp.size(); ++i) {
			dates2interp[i] = QuantLib::DateParser::parseISO(sb_dates2interp[i]); 
		}

		// Day counter
		QuantLib::DayCounter basis = QuantLib::Actual360();
		if (sb_dcf.compare("actact") == 0) { basis = QuantLib::ActualActual(); }
		if (sb_dcf.compare("act365") == 0) { basis = QuantLib::Actual365Fixed(); }
		if (sb_dcf.compare("30360") == 0) { basis = QuantLib::Thirty360(); }
		if (sb_dcf.compare("act360") == 0) { basis = QuantLib::Actual360(); }
		if (sb_dcf.compare("bus252") == 0) { basis = QuantLib::Business252(); }

		// Yield term structure
		QuantLib::RelinkableHandle<YieldTermStructure> yc;

		if (sb_datatype.compare("discountfactor") == 0) {

			std::vector<QuantLib::DiscountFactor> dfs;
			if (dfs.size() < sb_values.size()) { dfs.resize(sb_values.size()); }
			for (size_t i=0; i<sb_values.size(); ++i) {
				dfs[i] = sb_values[i];
				std::cout << dfs[i] << std::endl;
			}

			if (sb_interpolation.compare("Linear") == 0) {
				std::cout << "START: " << std::endl;
				boost::shared_ptr<YieldTermStructure> dfcurve(new QuantLib::
InterpolatedDiscountCurve<Linear>(dates, dfs, basis));
				yc.linkTo(dfcurve);
				std::cout << "VALUE DF: " << dfcurve->(dates2interp[1]) << std::endl;
			}
                                            }