Re: [Quantlib-dev] Curve serialisation

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

All three files received - curve_hydration.zip, curve_hydration.tar, and 
curve_hydration.tar.gz.  I will take a look this weekend and report back 
here.

Regards,

Eric

On 12/03/2019 20:32, R S wrote:
> zip was blocked, tar was too large. Trying to send as tar.gz
>
>
>
> Regards
> -RS
> On 11 Mar 2019, 15:10 +0000, Eric Ehlers <eri...@re...>, wrote:
>>
>> 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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