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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 86 of file errors.hpp.

Referenced by QuantLib::Bond::accruedAmount(), QuantLib::IncrementalStatistics::add(), QuantLib::GeneralStatistics::add(), QuantLib::Index::addFixings(), QuantLib::Calendar::adjust(), QuantLib::Calendar::advance(), QuantLib::FractionalDividend::amount(), QuantLib::StochasticProcess1D::apply(), QuantLib::TridiagonalOperator::applyTo(), QuantLib::EquityFXVolSurface::atmForwardVariance(), QuantLib::EquityFXVolSurface::atmForwardVol(), QuantLib::bachelierBlackFormula(), QuantLib::blackFormula(), QuantLib::blackFormulaImpliedStdDev(), QuantLib::blackFormulaImpliedStdDevApproximation(), QuantLib::BlackVolTermStructure::blackForwardVariance(), QuantLib::BlackVolTermStructure::blackForwardVol(), QuantLib::McSimulation< MC, RNG, S >::calculate(), QuantLib::CalibratedModel::calibrate(), QuantLib::CapFloorTermVolSurface::CapFloorTermVolSurface(), QuantLib::checkCompatibility(), QuantLib::checkIncreasingTimes(), QuantLib::OneFactorCopula::checkMoments(), QuantLib::InflationTermStructure::checkRange(), QuantLib::TermStructure::checkRange(), QuantLib::VolatilityTermStructure::checkStrike(), QuantLib::Matrix::CholeskyDecomposition(), QuantLib::IMM::code(), QuantLib::InterestRate::compoundFactor(), QuantLib::SMMDriftCalculator::compute(), QuantLib::CMSMMDriftCalculator::compute(), QuantLib::OneFactorCopula::conditionalProbability(), QuantLib::CallableBondVolatilityStructure::convertDates(), QuantLib::HullWhite::convexityBias(), QuantLib::AbcdFunction::covariance(), QuantLib::StochasticProcess1D::covariance(), QuantLib::GenericSequenceStatistics< StatisticsType >::covariance(), QuantLib::CovarianceDecomposition::CovarianceDecomposition(), QuantLib::OneFactorCopula::cumulativeY(), QuantLib::Handle< T >::currentLink(), QuantLib::IMM::date(), QuantLib::Date::Date(), QuantLib::DayCounter::dayCount(), QuantLib::DefaultProbabilityTermStructure::defaultProbability(), QuantLib::BlackCalculator::delta(), QuantLib::Matrix::determinant(), QuantLib::StochasticProcess1D::diffusion(), QuantLib::DigitalCoupon::DigitalCoupon(), QuantLib::Bond::dirtyPriceFromZSpread(), QuantLib::BlackCalculator::dividendRho(), QuantLib::DividendVector(), QuantLib::Array::DotProduct(), QuantLib::IncrementalStatistics::downsideVariance(), QuantLib::StochasticProcess1D::drift(), QuantLib::EndCriteria::EndCriteria(), QuantLib::InterestRate::equivalentRate(), QuantLib::IncrementalStatistics::errorEstimate(), QuantLib::Instrument::errorEstimate(), QuantLib::StochasticProcess1D::evolve(), QuantLib::StochasticProcess1D::expectation(), QuantLib::GenericRiskStatistics< S >::expectedShortfall(), QuantLib::exponentialCorrelations(), QuantLib::Swap::fetchResults(), QuantLib::CreditDefaultSwap::fetchResults(), QuantLib::SyntheticCDO::fetchResults(), QuantLib::EnergyCommodity::fetchResults(), QuantLib::TimeSeries< T, Container >::firstDate(), QuantLib::SampledCurve::firstDerivativeAtCenter(), QuantLib::InterestRateIndex::fixing(), QuantLib::YoYInflationIndex::fixing(), QuantLib::ZeroInflationIndex::fixing(), QuantLib::YieldTermStructure::forwardRate(), QuantLib::BlackCalculator::gamma(), QuantLib::GenericGaussianStatistics< Stat >::gaussianExpectedShortfall(), QuantLib::GenericGaussianStatistics< Stat >::gaussianPercentile(), QuantLib::GenericGaussianStatistics< Stat >::gaussianPotentialUpside(), QuantLib::GenericGaussianStatistics< Stat >::gaussianValueAtRisk(), QuantLib::getCovariance(), QuantLib::Calendar::holidayList(), QuantLib::InterestRate::impliedRate(), QuantLib::SingleAssetOption::impliedVolatility(), QuantLib::VanillaOption::impliedVolatility(), QuantLib::Swaption::impliedVolatility(), QuantLib::DividendVanillaOption::impliedVolatility(), QuantLib::CapFloor::impliedVolatility(), QuantLib::BarrierOption::impliedVolatility(), QuantLib::CallableBond::impliedVolatility(), QuantLib::ProjectedCostFunction::include(), QuantLib::incompleteBetaFunction(), QuantLib::incompleteGammaFunction(), QuantLib::IborCoupon::indexFixing(), QuantLib::OneFactorCopula::integral(), QuantLib::InterestRate::InterestRate(), QuantLib::Matrix::inverse(), QuantLib::OneFactorCopula::inverseCumulativeY(), QuantLib::CashFlows::irr(), QuantLib::isInSubset(), QuantLib::Date::isLeap(), QuantLib::IncrementalStatistics::kurtosis(), QuantLib::GeneralStatistics::kurtosis(), QuantLib::TimeSeries< T, Container >::lastDate(), QuantLib::LexicographicalView< RandomAccessIterator >::LexicographicalView(), QuantLib::IncrementalStatistics::max(), QuantLib::GeneralStatistics::max(), QuantLib::IncrementalStatistics::mean(), QuantLib::GeneralStatistics::mean(), QuantLib::midEquivalent(), QuantLib::midSafe(), QuantLib::IncrementalStatistics::min(), QuantLib::GeneralStatistics::min(), QuantLib::SteepestDescent::minimize(), QuantLib::LevenbergMarquardt::minimize(), QuantLib::moneyMarketPlusMeasure(), QuantLib::DayCounter::name(), QuantLib::SingleProductComposite::nextTimeStep(), QuantLib::MultiProductComposite::nextTimeStep(), QuantLib::Instrument::NPV(), QuantLib::Date::nthWeekday(), QuantLib::Matrix::operator*(), QuantLib::Array::operator*(), QuantLib::Matrix::operator+(), QuantLib::Array::operator+(), QuantLib::Matrix::operator+=(), QuantLib::Matrix::operator-(), QuantLib::Array::operator-(), QuantLib::Array::operator/(), QuantLib::Array::operator[](), QuantLib::CapFloor::optionlet(), QuantLib::Matrix::outerProduct(), QuantLib::YieldTermStructure::parRate(), QuantLib::TsiveriotisFernandesLattice< T >::partialRollback(), QuantLib::TreeLattice< Impl >::partialRollback(), QuantLib::GeneralStatistics::percentile(), QuantLib::FittedBondDiscountCurve::performCalculations(), QuantLib::Stock::performCalculations(), QuantLib::Forward::performCalculations(), QuantLib::Instrument::performCalculations(), QuantLib::NthToDefault::performCalculations(), QuantLib::CDO::performCalculations(), QuantLib::EnergyVanillaSwap::performCalculations(), QuantLib::EnergyFuture::performCalculations(), QuantLib::EnergyBasisSwap::performCalculations(), QuantLib::GenericRiskStatistics< S >::potentialUpside(), QuantLib::ProjectedCostFunction::project(), QuantLib::Matrix::pseudoSqrt(), QuantLib::qrSolve(), QuantLib::Matrix::rankReducedSqrt(), QuantLib::FloatingRateCoupon::rate(), QuantLib::DigitalCoupon::rate(), QuantLib::CappedFlooredCoupon::rate(), QuantLib::TimeBasket::rebin(), QuantLib::Bond::redemption(), QuantLib::GenericRiskStatistics< S >::regret(), QuantLib::DiscretizedOption::reset(), QuantLib::Instrument::result(), QuantLib::BlackCalculator::rho(), QuantLib::SampledCurve::secondDerivativeAtCenter(), QuantLib::LogNormalFwdRateEulerConstrained::setConstraintType(), QuantLib::BootstrapHelper< TS >::setTermStructure(), QuantLib::LogNormalFwdRateEulerConstrained::setThisConstraint(), QuantLib::Bond::settlementValue(), QuantLib::Option::setupArguments(), QuantLib::VarianceSwap::setupArguments(), QuantLib::Swaption::setupArguments(), QuantLib::Swap::setupArguments(), QuantLib::PagodaOption::setupArguments(), QuantLib::MultiAssetOption::setupArguments(), QuantLib::ContinuousFixedLookbackOption::setupArguments(), QuantLib::ContinuousFloatingLookbackOption::setupArguments(), QuantLib::HimalayaOption::setupArguments(), QuantLib::ForwardVanillaOption::setupArguments(), QuantLib::DividendVanillaOption::setupArguments(), QuantLib::CreditDefaultSwap::setupArguments(), QuantLib::CliquetOption::setupArguments(), QuantLib::CapFloor::setupArguments(), QuantLib::Bond::setupArguments(), QuantLib::BarrierOption::setupArguments(), QuantLib::ContinuousAveragingAsianOption::setupArguments(), QuantLib::DiscreteAveragingAsianOption::setupArguments(), QuantLib::VarianceOption::setupArguments(), QuantLib::PathMultiAssetOption::setupArguments(), QuantLib::DividendBarrierOption::setupArguments(), QuantLib::SyntheticCDO::setupArguments(), QuantLib::EnergyCommodity::setupArguments(), QuantLib::CallableFixedRateBond::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::Swap::Swap(), QuantLib::SwaptionVolatilityStructure::swapLength(), QuantLib::SymmetricSchurDecomposition::SymmetricSchurDecomposition(), QuantLib::BlackCalculator::theta(), QuantLib::TimeGrid::TimeGrid(), QuantLib::GeneralStatistics::topPercentile(), QuantLib::triangularAnglesParametrization(), QuantLib::McSimulation< MC, RNG, S >::value(), QuantLib::McPricer< MC, RNG, S >::value(), QuantLib::SampledCurve::valueAtCenter(), QuantLib::GenericRiskStatistics< S >::valueAtRisk(), QuantLib::McSimulation< MC, RNG, S >::valueWithSamples(), QuantLib::McPricer< MC, RNG, S >::valueWithSamples(), QuantLib::IncrementalStatistics::variance(), QuantLib::GeneralStatistics::variance(), QuantLib::BlackCalculator::vega(), QuantLib::AbcdFunction::volatility(), and QuantLib::DayCounter::yearFraction().


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