Re: [Quantlib-dev] QuantLib 1.2 error at memory location

[Michael B. <mjb...@gm...>]

Hi,

you are running a debug version of this quant lib module but do not have
the debug symbols present on your machine.
You'll need to get hold of a release version of the 1.2 (no debug symbols)
or build 1.2 yourself on the machine that you are running your code on.

Cheers,

Mike

On Thu, Oct 4, 2012 at 12:54 AM, tar...@li...
<tar...@li...>wrote:

>
> 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;
>                         }
>                                             }
>
>
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