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Sourcecode: quantlib version File versions  Download package

#define QL_REQUIRE ( condition,
message   ) 

Value:

if (!(condition)) { \
    std::ostringstream _ql_msg_stream; \
    _ql_msg_stream << message; \
    throw QuantLib::Error(__FILE__,__LINE__, \
                          BOOST_CURRENT_FUNCTION,_ql_msg_stream.str()); \
} else
throw an error if the given pre-condition is not verified

Definition at line 84 of file errors.hpp.

Referenced by QuantLib::IncrementalStatistics::add(), QuantLib::GeneralStatistics::add(), QuantLib::Calendar::adjust(), QuantLib::Calendar::advance(), QuantLib::Short< ParCoupon >::amount(), QuantLib::ParCoupon::amount(), QuantLib::StochasticProcess1D::apply(), QuantLib::TridiagonalOperator::applyTo(), QuantLib::BlackVolTermStructure::blackForwardVariance(), QuantLib::BlackVolTermStructure::blackForwardVol(), QuantLib::BrownianBridge< GSG >::BrownianBridge(), QuantLib::McSimulation< MC, S >::calculate(), QuantLib::CapletLiborMarketModelProcess::CapletLiborMarketModelProcess(), QuantLib::Matrix::CholeskyDecomposition(), QuantLib::InterestRate::compoundFactor(), QuantLib::StochasticProcess1D::covariance(), QuantLib::SequenceStatistics< StatisticsType >::covariance(), QuantLib::CovarianceDecomposition::CovarianceDecomposition(), QuantLib::Date::Date(), QuantLib::DayCounter::dayCount(), QuantLib::StochasticProcess1D::diffusion(), QuantLib::Array::DotProduct(), QuantLib::IncrementalStatistics::downsideVariance(), QuantLib::StochasticProcess1D::drift(), QuantLib::InterestRate::equivalentRate(), QuantLib::McSimulation< MC, S >::errorEstimate(), QuantLib::McPricer< MC, S >::errorEstimate(), QuantLib::IncrementalStatistics::errorEstimate(), QuantLib::Instrument::errorEstimate(), QuantLib::StochasticProcess1D::evolve(), QuantLib::StochasticProcess1D::expectation(), QuantLib::GenericRiskStatistics< S >::expectedShortfall(), QuantLib::Xibor::fixing(), QuantLib::YieldTermStructure::forwardRate(), QuantLib::GaussianStatistics< Stat >::gaussianExpectedShortfall(), QuantLib::GaussianStatistics< Stat >::gaussianPercentile(), QuantLib::GaussianStatistics< Stat >::gaussianPotentialUpside(), QuantLib::GaussianStatistics< Stat >::gaussianValueAtRisk(), QuantLib::History::History(), QuantLib::InterestRate::impliedRate(), QuantLib::SingleAssetOption::impliedVolatility(), QuantLib::OneAssetOption::impliedVolatility(), QuantLib::CapFloor::impliedVolatility(), QuantLib::InterestRate::InterestRate(), QuantLib::Cashflows::irr(), QuantLib::IncrementalStatistics::kurtosis(), QuantLib::GeneralStatistics::kurtosis(), QuantLib::SwapRateHelper::latestDate(), QuantLib::FraRateHelper::latestDate(), QuantLib::DepositRateHelper::latestDate(), QuantLib::FixedCouponBondHelper::latestDate(), QuantLib::LexicographicalView< RandomAccessIterator >::LexicographicalView(), QuantLib::IncrementalStatistics::max(), QuantLib::GeneralStatistics::max(), QuantLib::IncrementalStatistics::mean(), QuantLib::GeneralStatistics::mean(), QuantLib::IncrementalStatistics::min(), QuantLib::GeneralStatistics::min(), QuantLib::SteepestDescent::minimize(), QuantLib::ConjugateGradient::minimize(), QuantLib::DayCounter::name(), QuantLib::Date::nthWeekday(), QuantLib::CumulativeNormalDistribution::operator()(), QuantLib::Matrix::operator*(), QuantLib::Array::operator*(), QuantLib::Matrix::operator+(), QuantLib::Array::operator+(), QuantLib::Date::operator++(), QuantLib::Matrix::operator+=(), QuantLib::Date::operator+=(), QuantLib::Matrix::operator-(), QuantLib::Array::operator-(), QuantLib::Date::operator--(), QuantLib::Date::operator-=(), QuantLib::Array::operator/(), QuantLib::Array::operator[](), QuantLib::Matrix::outerProduct(), QuantLib::YieldTermStructure::parRate(), QuantLib::Lattice< Impl >::partialRollback(), QuantLib::GeneralStatistics::percentile(), QuantLib::Swap::performCalculations(), QuantLib::Stock::performCalculations(), QuantLib::QuantoForwardVanillaOption::performCalculations(), QuantLib::Bond::performCalculations(), QuantLib::Instrument::performCalculations(), QuantLib::GenericRiskStatistics< S >::potentialUpside(), QuantLib::Matrix::pseudoSqrt(), QuantLib::Matrix::rankReducedSqrt(), QuantLib::TimeBasket::rebin(), QuantLib::GenericRiskStatistics< S >::regret(), QuantLib::DiscretizedOption::reset(), QuantLib::RateHelper::setTermStructure(), QuantLib::Swaption::setupArguments(), QuantLib::SimpleSwap::setupArguments(), QuantLib::QuantoVanillaOption::setupArguments(), QuantLib::QuantoForwardVanillaOption::setupArguments(), QuantLib::OneAssetStrikedOption::setupArguments(), QuantLib::OneAssetOption::setupArguments(), QuantLib::MultiAssetOption::setupArguments(), QuantLib::ForwardVanillaOption::setupArguments(), QuantLib::DividendVanillaOption::setupArguments(), QuantLib::CliquetOption::setupArguments(), QuantLib::CapFloor::setupArguments(), QuantLib::BasketOption::setupArguments(), QuantLib::BarrierOption::setupArguments(), QuantLib::ContinuousAveragingAsianOption::setupArguments(), QuantLib::DiscreteAveragingAsianOption::setupArguments(), QuantLib::IncrementalStatistics::skewness(), QuantLib::GeneralStatistics::skewness(), QuantLib::SobolRsg::SobolRsg(), QuantLib::Solver1D< QuantLib::FalsePosition >::solve(), QuantLib::TridiagonalOperator::solveFor(), QuantLib::TridiagonalOperator::SOR(), QuantLib::StochasticProcess1D::stdDeviation(), QuantLib::SymmetricSchurDecomposition::SymmetricSchurDecomposition(), QuantLib::TimeGrid::TimeGrid(), QuantLib::GeneralStatistics::topPercentile(), QuantLib::CompositeQuote< BinaryFunction >::value(), QuantLib::DerivedQuote< UnaryFunction >::value(), QuantLib::McSimulation< MC, S >::value(), QuantLib::McPricer< MC, S >::value(), QuantLib::GenericRiskStatistics< S >::valueAtRisk(), QuantLib::McSimulation< MC, S >::valueWithSamples(), QuantLib::McPricer< MC, S >::valueWithSamples(), QuantLib::IncrementalStatistics::variance(), QuantLib::GeneralStatistics::variance(), and QuantLib::DayCounter::yearFraction().


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