Re: [Quantlib-dev] Quantlib Fixed income error - need help|

[Luigi B. <lui...@gm...>]

You need to set an engine to the bond before asking for the price.
See the last few lines of <
http://gouthamanbalaraman.com/blog/quantlib-bond-modeling.html>, where
ql.DiscountingBondEngine is used.

Luigi


On Tue, Aug 20, 2019 at 3:21 PM Banerjee, Tapas K via QuantLib-dev <
qua...@li...> wrote:

> *Hello Luigi, experts,*
>
>
>
> I am trying to use QantlibSWIGJava for Bond valuation.
>
> I wrote a simple program as under. But when I run I am getting below error.
>
>
>
> 2019-08-19 15:10:14,294  INFO  MONETA_PERF:37 [http-nio-8080-exec-1] -
> EVENT=[WEB] TIME=[2376]
>
> 2019-08-19 15:10:14,303 ERROR
> org.apache.catalina.core.ContainerBase.[Tomcat].[localhost].[/].[dispatcherServlet]:182
> [http-nio-8080-exec-1] - Servlet.service() for servlet [dispatcherServlet]
> in context with path [] threw exception [Request processing failed; nested
> exception is java.lang.RuntimeException: null pricing engine] with root
> cause
>
> java.lang.RuntimeException: null pricing engine
>
>          at org.quantlib.QuantLibJNI.Bond_cleanPrice__SWIG_0(Native Method)
>
>          at org.quantlib.Bond.cleanPrice(Bond.java:131)
>
>
>
> Any idea what I am doing wrong.?
>
>
>
> Another Q: How do I make same program run both Unix as well as Window env?
>
> Do I load BOTH dll & so file  under
>
> System.*loadLibrary*(*"QuantLibJNI"*);
>
>
>
>
>
> Thanks,
>
>
>
>
>
>
>
> *----*
>
> *Date todaysDate = **new **org.quantlib.Date(**9**, Month.**August**, *
> *2015*
>
> *); Settings.instance().setEvaluationDate(todaysDate);
> org.quantlib.Calendar calendar = **new *
>
> *org.quantlib.UnitedStates(); *
> *// Bonda parameter **Date issueDate = **new **Date(**2**, Month.*
> *October**, **2014*
> *); **int **settlementDays = **2*
> *; BusinessDayConvention paymentConvention = BusinessDayConvention.*
> *Following*
> *; BusinessDayConvention accrualConvention = BusinessDayConvention.*
> *Unadjusted*
> *; **double **faceAmount = **100*
> *; **double **redemption = **100*
> *; Date maturityDate = **new **Date(**2**, Month.**October**, **2016*
>
> *); DayCounter dayCounter = **new *
> *Actual365Fixed(); Frequency frequency = Frequency.**Annual*
> *; **double **coupon = **.05*
>
> *; *
> *//make schedules via constructor **Schedule schedule = **new **Schedule(issueDate,
> maturityDate, **new **Period(**1**, TimeUnit.**Years**), calendar,
> accrualConvention, accrualConvention, DateGeneration.Rule.**Backward**, *
> *false*
>
> *); DoubleVector coupons = **new *
>
>
> *DoubleVector(); coupons.add(coupon); FixedRateBond couponBond = **new *
>
>
>
> *FixedRateBond(settlementDays, faceAmount, schedule, coupons,
>                                              dayCounter, paymentConvention,
> redemption, issueDate, calendar); **double *
>
> *acrInterest = couponBond.accruedAmount(); System.**out**.println(**"Acrued
> Interest: " **+ acrInterest  + **", Clean Price:" *
>
> *+ couponBond.cleanPrice()); **return **acrInterest;*
>
>
>
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