|
From: R S <raj...@ho...> - 2019-03-08 21:16:45
|
As advised here http://quantlib.10058.n7.nabble.com/How-to-serialize-an-object-in-Quantlibxl-td763.html I am attempting to save date and rates from my curve in order to reconstruct it (avoid bootstrap) I am taking a pre-canned example with deposit and swap helpers rates.push_back(0.0382); qlperiods.push_back(5 * Days); rates.push_back(0.0372); qlperiods.push_back(1 * Months); rates.push_back(0.037125); qlperiods.push_back(2 * Years); (I have more but I have narrowed it to these to keep it simple) First two go into building DepositRateHelper and the last one, SwapRateHelper I then construct a PiecewiseYieldCurve<Discount, LogLinear> When I try to print the dates and rates from. this. depoSwap curve vector<Date> curvedates = depoSwapTermStructure->dates(); vector<Real> curverates = depoSwapTermStructure->data(); vector<Real>::iterator ri = curverates.begin(); for (vector<Date>::iterator it = curvedates.begin(); it != curvedates.end(); it++) { cout << *it << " : " << *ri << endl; ri++; } I keep getting this error terminate called after throwing an instance of 'QuantLib::Error' what(): more than one instrument with pillar March 19th, 2019 Settlement is set to Date settlementDate(1, September, 2010); The error stops if i comment out rates.push_back(0.0382); qlperiods.push_back(5 * Days); I am lost as to why Regards -RS |