[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.30, 1.31
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From: Eric E. <eri...@us...> - 2006-09-15 18:46:10
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17430/qlo Modified Files: swaptionvolstructure.cpp Log Message: prevent crash Index: swaptionvolstructure.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v retrieving revision 1.30 retrieving revision 1.31 diff -C2 -d -r1.30 -r1.31 *** swaptionvolstructure.cpp 15 Sep 2006 15:14:12 -0000 1.30 --- swaptionvolstructure.cpp 15 Sep 2006 18:46:06 -0000 1.31 *************** *** 84,87 **** --- 84,88 ---- const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor) { + QL_REQUIRE(!atmVol.empty(), "atm vol handle not linked to anything"); libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>( new QuantLib::SwaptionVolatilityCubeByLinear(atmVol, |