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Sourcecode: quantlib version File versions  Download package

#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 62 of file errors.hpp.

Referenced by QuantLib::Calendar::adjust(), QuantLib::Merton76Process::apply(), QuantLib::DirichletBC::applyAfterApplying(), QuantLib::NeumannBC::applyAfterApplying(), QuantLib::DirichletBC::applyBeforeApplying(), QuantLib::NeumannBC::applyBeforeApplying(), QuantLib::DirichletBC::applyBeforeSolving(), QuantLib::NeumannBC::applyBeforeSolving(), QuantLib::CalibrationHelper::calibrationError(), QuantLib::UnitOfMeasureConversion::chain(), QuantLib::ExchangeRate::chain(), QuantLib::Money::close(), QuantLib::Quantity::close(), QuantLib::Money::close_enough(), QuantLib::Quantity::close_enough(), QuantLib::IMM::code(), QuantLib::ECB::code(), QuantLib::InterestRate::compoundFactor(), QuantLib::UnitOfMeasureConversion::convert(), QuantLib::CashFlows::convexity(), QuantLib::AverageBMACoupon::convexityAdjustment(), QuantLib::IMM::date(), QuantLib::Period::days(), QuantLib::Matrix::determinant(), QuantLib::Merton76Process::diffusion(), QuantLib::DigitalCoupon::DigitalCoupon(), QuantLib::Merton76Process::drift(), QuantLib::CashFlows::duration(), QuantLib::BlackKarasinski::dynamics(), QuantLib::HybridHestonHullWhiteProcess::evolve(), QuantLib::HestonProcess::evolve(), QuantLib::GJRGARCHProcess::evolve(), QuantLib::ExtendedBlackScholesMertonProcess::evolve(), QuantLib::ExchangeRate::exchange(), QuantLib::GeneralizedBlackScholesProcess::expectation(), QuantLib::YoYInflationIndex::fixing(), QuantLib::AverageBMACoupon::fixingDate(), QuantLib::InterestRate::impliedRate(), QuantLib::VanillaOption::impliedVolatility(), QuantLib::YoYInflationCapFloor::impliedVolatility(), QuantLib::DividendVanillaOption::impliedVolatility(), QuantLib::BarrierOption::impliedVolatility(), QuantLib::TimeGrid::index(), QuantLib::AverageBMACoupon::indexFixing(), QuantLib::inflationPeriod(), QuantLib::InterpolatedYoYOptionletStripper< Interpolator1D >::initialize(), QuantLib::InterpolatedYoYCapFloorTermPriceSurface< Interpolator2D, Interpolator1D >::intersect(), QuantLib::Matrix::inverse(), QuantLib::Simplex::minimize(), QuantLib::Period::months(), QuantLib::ECB::nextCode(), QuantLib::Rounding::operator()(), QuantLib::Money::operator/(), QuantLib::Quantity::operator/(), QuantLib::Period::operator<(), QuantLib::Money::operator<(), QuantLib::Quantity::operator<(), QuantLib::DateGeneration::operator<<(), QuantLib::Position::operator<<(), QuantLib::Option::operator<<(), QuantLib::InterestRate::operator<<(), QuantLib::Replication::operator<<(), QuantLib::Money::operator<=(), QuantLib::Quantity::operator<=(), QuantLib::Money::operator==(), QuantLib::Quantity::operator==(), QuantLib::YoYInflationCouponPricer::optionletPriceImp(), QuantLib::OptionletStripper1::performCalculations(), QuantLib::EnergyVanillaSwap::performCalculations(), QuantLib::EnergyBasisSwap::performCalculations(), QuantLib::DiscretizedVanillaOption::postAdjustValuesImpl(), QuantLib::DiscretizedConvertible::postAdjustValuesImpl(), QuantLib::DiscretizedOption::postAdjustValuesImpl(), QuantLib::Matrix::pseudoSqrt(), QuantLib::Matrix::rankReducedSqrt(), QuantLib::MultiplicativePriceSeasonality::seasonalityFactor(), QuantLib::Instrument::setupArguments(), QuantLib::StrippedOptionletAdapter::smileSectionImpl(), QuantLib::Solver1D< Ridder >::solve(), QuantLib::SwaptionVolatilityStructure::swapLength(), QuantLib::StochasticProcess::time(), QuantLib::Period::weeks(), and QuantLib::Period::years().


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