Re: [Quantlib-dev] Curve serialisation

[Eric E. <eri...@re...>]

Would you mind sending over the smallest standalone program that 
recreates the error?

Regards,

Eric

On 08/03/2019 21:16, R S wrote:
> 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
>
>
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