R: [Quantlib-users] Hull White Calibration?

[Berardi L. <Luc...@ba...>]

- Just stepped into the CapHelper constructor...after the instantiation =
the
Handle does NOT contain a null pointer, and all the various components =
were
instantiated correctly, as far as I could realize, inspecting through =
the
debugger watch window.
- Unfortunately the code exhibits the same problem also if I compile it =
in a
stand-alone console application ( using the main(), say ).

I'm currently stepping into the other functions called by the CapHelper
constructor to exactly locate where the exception is thrown.=20
I'll get back to you shortly.

Luca


-----Messaggio originale-----
Da: Luigi Ballabio [mailto:lui...@fa...]
Inviato: mercoled=EC 24 marzo 2004 15.47
A: Berardi Luca
Cc: qua...@li...
Oggetto: Re: [Quantlib-users] Hull White Calibration?


On 2004.03.24 12:34, Berardi Luca wrote:
> - the QuantLib version I'm using is 0.3.4 (currently using the debug
> libraries)
> - when I step through the code in the Visual Studio 6.0 Debugger, I
> noticed that when each CapHelper is instantiated (pls refer to the =20
> code I previously sent out) at the line:
>=20
> Handle<CalibrationHelper>
> hCapHelper(new CapHelper(volaLength[i],
> 	     rhMarketElement,index, rhTermStructure));
> I get the following message in the Output Window: "First-chance
> exception in
> EXCEL.EXE (KERNEL32.DLL): 0xE06D7363: Microsoft C++ Exception."

Luca,
	can you step into the CapHelper instantiation? After executing =20
the line above, does the Handle contain a non-null pointer?

Also, how does your code work if you use it without Excel in the =20
picture---say, if you write a short main() to test it?

Later,
	Luigi


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