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Sourcecode: quantlib version File versions

#define QL_FAIL ( message   ) 

Value:

do { \
    std::ostringstream _ql_msg_stream; \
    _ql_msg_stream << message; \
    throw QuantLib::Error(__FILE__,__LINE__, \
                          BOOST_CURRENT_FUNCTION,_ql_msg_stream.str()); \
} while (false)
throw an error (possibly with file and line information)

Definition at line 61 of file errors.hpp.

Referenced by QuantLib::Calendar::adjust(), QuantLib::Merton76Process::apply(), QuantLib::ExchangeRate::chain(), QuantLib::Money::close(), QuantLib::Money::close_enough(), QuantLib::IMM::code(), QuantLib::InterestRate::compoundFactor(), QuantLib::CashFlows::convexity(), QuantLib::IMM::date(), QuantLib::Merton76Process::diffusion(), QuantLib::Merton76Process::drift(), QuantLib::CashFlows::duration(), QuantLib::BlackKarasinski::dynamics(), QuantLib::HestonProcess::evolve(), QuantLib::ExchangeRate::exchange(), QuantLib::InterestRate::impliedRate(), QuantLib::TimeGrid::index(), QuantLib::Matrix::inverse(), QuantLib::Simplex::minimize(), QuantLib::Rounding::operator()(), QuantLib::Money::operator/(), QuantLib::Period::operator<(), QuantLib::Money::operator<(), QuantLib::Option::operator<<(), QuantLib::InterestRate::operator<<(), QuantLib::Money::operator<=(), QuantLib::Money::operator==(), QuantLib::PiecewiseYieldCurve< Traits, Interpolator >::performCalculations(), QuantLib::VarianceSwap::performCalculations(), QuantLib::DiscretizedOption::postAdjustValuesImpl(), QuantLib::Matrix::pseudoSqrt(), QuantLib::Matrix::rankReducedSqrt(), QuantLib::Instrument::setupArguments(), QuantLib::Solver1D< QuantLib::FalsePosition >::solve(), QuantLib::StochasticProcess::time(), and QuantLib::LeastSquareFunction::values().


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