Merge pull request #882.

Add or improve a few checks.
lballabio · Aug 10, 2020 · afc6f02 · afc6f02
2 parents ddf98f4 + 5152e29
commit afc6f02
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Showing 5 changed files with 8 additions and 4 deletions.
diff --git a/ql/cashflows/cashflows.cpp b/ql/cashflows/cashflows.cpp
@@ -526,6 +526,8 @@ namespace QuantLib {
                             Date settlementDate,
                             Date npvDate,
                             Real targetNpv) {
+        if (leg.empty())
+            return 0.0;
 
         if (settlementDate == Date())
             settlementDate = Settings::instance().evaluationDate();

diff --git a/ql/cashflows/yoyinflationcoupon.cpp b/ql/cashflows/yoyinflationcoupon.cpp
@@ -146,6 +146,7 @@ namespace QuantLib {
     yoyInflationLeg::operator Leg() const {
 
         Size n = schedule_.size()-1;
+        QL_REQUIRE(!paymentDayCounter_.empty(), "no payment daycounter given");
         QL_REQUIRE(!notionals_.empty(), "no notional given");
         QL_REQUIRE(notionals_.size() <= n,
                    "too many nominals (" << notionals_.size() <<

diff --git a/ql/methods/lattices/trinomialtree.cpp b/ql/methods/lattices/trinomialtree.cpp
@@ -31,6 +31,8 @@ namespace QuantLib {
         x0_ = process->x0();
 
         Size nTimeSteps = timeGrid.size() - 1;
+        QL_REQUIRE(nTimeSteps > 0, "null time steps for trinomial tree");
+
         Integer jMin = 0;
         Integer jMax = 0;
 

diff --git a/ql/pricingengines/bond/bondfunctions.cpp b/ql/pricingengines/bond/bondfunctions.cpp
@@ -226,9 +226,8 @@ namespace QuantLib {
         if (settlement == Date())
             settlement = bond.settlementDate();
 
-        QL_REQUIRE(BondFunctions::isTradable(bond, settlement),
-                   "non tradable at " << settlement <<
-                   " (maturity being " << bond.maturityDate() << ")");
+        if (!BondFunctions::isTradable(bond, settlement))
+            return 0.0;
 
         return CashFlows::accruedAmount(bond.cashflows(),
                                         false, settlement) *

diff --git a/ql/termstructures/inflationtermstructure.cpp b/ql/termstructures/inflationtermstructure.cpp
@@ -135,7 +135,7 @@ namespace QuantLib {
     void InflationTermStructure::checkRange(const Date& d,
                                             bool extrapolate) const {
         QL_REQUIRE(d >= baseDate(),
-                   "date (" << d << ") is before base date");
+                   "date (" << d << ") is before base date (" << baseDate() << ")");
         QL_REQUIRE(extrapolate || allowsExtrapolation() || d <= maxDate(),
                    "date (" << d << ") is past max curve date ("
                    << maxDate() << ")");