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Commit 51a6468

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pcaspersjenkins
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Merge branch 'master' of gitlab.acadiasoft.net:qs/oreplus
1 parent af98d29 commit 51a6468

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Lines changed: 4 additions & 4 deletions

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QuantExt/qle/termstructures/iterativebootstrap.hpp

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -49,8 +49,8 @@ QuantLib::Real dontThrowFallback(const QuantLib::BootstrapError<Curve>& error, Q
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QuantLib::Real stepSize = (xMax - xMin) / steps;
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for (QuantLib::Size i = 0; i <= steps; ++i) {
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Real x = xMin + stepSize * static_cast<double>(i);
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Real absError = QL_MAX_REAL;
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QuantLib::Real x = xMin + stepSize * static_cast<double>(i);
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QuantLib::Real absError = QL_MAX_REAL;
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try {
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absError = std::abs(error(x));
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} catch (...) {
@@ -176,7 +176,7 @@ template <class Curve> void IterativeBootstrap<Curve>::initialize() const {
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latestRelevantDate = helper->latestRelevantDate();
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// check that the helper is really extending the curve, i.e. that
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// pillar-sorted helpers are also sorted by latestRelevantDate
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QL_REQUIRE(latestRelevantDate > maxDate, io::ordinal(j + 1)
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QL_REQUIRE(latestRelevantDate > maxDate, QuantLib::io::ordinal(j + 1)
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<< " instrument (pillar: " << dates[i]
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<< ") has latestRelevantDate (" << latestRelevantDate
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<< ") before or equal to "
@@ -219,7 +219,7 @@ template <class Curve> void IterativeBootstrap<Curve>::calculate() const {
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const boost::shared_ptr<typename Traits::helper>& helper = ts_->instruments_[j];
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// check for valid quote
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QL_REQUIRE(helper->quote()->isValid(), io::ordinal(j + 1)
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QL_REQUIRE(helper->quote()->isValid(), QuantLib::io::ordinal(j + 1)
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<< " instrument (maturity: " << helper->maturityDate()
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<< ", pillar: " << helper->pillarDate() << ") has an invalid quote");
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