[Quantlib-dev] [ quantlib-Bugs-507850 ] QuantlibPython IV func crashes python

[<no...@so...>]

Bugs item #507850, was opened at 2002-01-23 22:19
You can respond by visiting: 
http://sourceforge.net/tracker/?func=detail&atid=112740&aid=507850&group_id=12740

Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: QuantlibPython IV func crashes python 

Initial Comment:

When the impl vol call is made with a value less
than or equal to parity (which is often the case for 
bids in the marketplace), The Quantlibc.so library
crashes which crashes my python process as well.

This should have some boundary checking and return
0 or -1 if it is outside the boundaries.




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Comment By: Nobody/Anonymous (nobody)
Date: 2002-01-25 21:33

Message:
Logged In: NO 

I see it on RHat 6.2 but not on Win 98

RHat 6.2:
Python 2.1.1 (#1, Nov 14 2001, 20:43:53)
[GCC egcs-2.91.66 19990314/Linux (egcs-1.1.2 release)] on 
linux2
Type "copyright", "credits" or "license" for more 
information.
>>> import QuantLib
>>> opt = QuantLib.EuropeanOption('Put', 4.0, 15, 
0.0 ,0.0212, 0.0602739726027,
1.6)
>>> opt.impliedVolatility(12, 1e-6, 100)
Segmentation fault                  

Yet Win 98 has
>>> opt = QuantLib.EuropeanOption('Put', 4.0, 15, 
0.0 ,0.0212, 0.0602739726027, 1.6)
>>> opt.impliedVolatility(12, 1e-6, 100)
Traceback (most recent call last):
  File "<pyshell#16>", line 1, in ?
    opt.impliedVolatility(12, 1e-6, 100)
Exception: root not bracketed: f[0.000100,4.000000] -> [-
1.01915488254814870000,-0.72995742951797027000]


I have no idea what the heck the "root not bracketed" means 
though.

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