Logo Search packages:      
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::CalibrationHelper::calibrationError(), 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::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::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::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::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::DiscretizedOption::postAdjustValuesImpl(), QuantLib::Matrix::pseudoSqrt(), QuantLib::Matrix::rankReducedSqrt(), QuantLib::MultiplicativePriceSeasonality::seasonalityFactor(), QuantLib::Instrument::setupArguments(), QuantLib::StrippedOptionletAdapter::smileSectionImpl(), QuantLib::Solver1D< QuantLib::FalsePosition >::solve(), QuantLib::SwaptionVolatilityStructure::swapLength(), QuantLib::StochasticProcess::time(), QuantLib::Period::weeks(), and QuantLib::Period::years().


Generated by  Doxygen 1.6.0   Back to index