Prevent an access violation when an empty date vector is passed.

lballabio · Jul 21, 2013 · 47422d1 · 47422d1
1 parent 9596b6c
commit 47422d1
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Showing 6 changed files with 16 additions and 16 deletions.
diff --git a/ql/termstructures/credit/interpolateddefaultdensitycurve.hpp b/ql/termstructures/credit/interpolateddefaultdensitycurve.hpp
@@ -213,7 +213,7 @@ namespace QuantLib {
                                     const std::vector<Handle<Quote> >& jumps,
                                     const std::vector<Date>& jumpDates,
                                     const T& interpolator)
-    : DefaultDensityStructure(dates.front(), calendar, dayCounter, jumps, jumpDates),
+    : DefaultDensityStructure(dates.at(0), calendar, dayCounter, jumps, jumpDates),
       InterpolatedCurve<T>(std::vector<Time>(), densities, interpolator),
       dates_(dates)
     {
@@ -227,7 +227,7 @@ namespace QuantLib {
             const DayCounter& dayCounter,
             const Calendar& calendar,
             const T& interpolator)
-    : DefaultDensityStructure(dates.front(), calendar, dayCounter),
+    : DefaultDensityStructure(dates.at(0), calendar, dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), densities, interpolator),
       dates_(dates)
     {
@@ -240,7 +240,7 @@ namespace QuantLib {
             const std::vector<Real>& densities,
             const DayCounter& dayCounter,
             const T& interpolator)
-    : DefaultDensityStructure(dates.front(), Calendar(), dayCounter),
+    : DefaultDensityStructure(dates.at(0), Calendar(), dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), densities, interpolator),
       dates_(dates)
     {

diff --git a/ql/termstructures/credit/interpolatedhazardratecurve.hpp b/ql/termstructures/credit/interpolatedhazardratecurve.hpp
@@ -211,7 +211,7 @@ namespace QuantLib {
                                     const std::vector<Handle<Quote> >& jumps,
                                     const std::vector<Date>& jumpDates,
                                     const T& interpolator)
-    : HazardRateStructure(dates.front(), calendar, dayCounter, jumps, jumpDates),
+    : HazardRateStructure(dates.at(0), calendar, dayCounter, jumps, jumpDates),
       InterpolatedCurve<T>(std::vector<Time>(), hazardRates, interpolator),
       dates_(dates)
     {
@@ -225,7 +225,7 @@ namespace QuantLib {
             const DayCounter& dayCounter,
             const Calendar& calendar,
             const T& interpolator)
-    : HazardRateStructure(dates.front(), calendar, dayCounter),
+    : HazardRateStructure(dates.at(0), calendar, dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), hazardRates, interpolator),
       dates_(dates)
     {
@@ -238,7 +238,7 @@ namespace QuantLib {
             const std::vector<Rate>& hazardRates,
             const DayCounter& dayCounter,
             const T& interpolator)
-    : HazardRateStructure(dates.front(), Calendar(), dayCounter),
+    : HazardRateStructure(dates.at(0), Calendar(), dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), hazardRates, interpolator),
       dates_(dates)
     {

diff --git a/ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp b/ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp
@@ -194,7 +194,7 @@ namespace QuantLib {
                                     const std::vector<Handle<Quote> >& jumps,
                                     const std::vector<Date>& jumpDates,
                                     const T& interpolator)
-    : SurvivalProbabilityStructure(dates.front(), calendar, dayCounter, jumps, jumpDates),
+    : SurvivalProbabilityStructure(dates.at(0), calendar, dayCounter, jumps, jumpDates),
       InterpolatedCurve<T>(std::vector<Time>(), probabilities, interpolator),
       dates_(dates)
     {

diff --git a/ql/termstructures/yield/discountcurve.hpp b/ql/termstructures/yield/discountcurve.hpp
@@ -204,7 +204,7 @@ namespace QuantLib {
                                  const std::vector<Handle<Quote> >& jumps,
                                  const std::vector<Date>& jumpDates,
                                  const T& interpolator)
-    : YieldTermStructure(dates.front(), calendar, dayCounter, jumps, jumpDates),
+    : YieldTermStructure(dates.at(0), calendar, dayCounter, jumps, jumpDates),
       InterpolatedCurve<T>(std::vector<Time>(), discounts, interpolator),
       dates_(dates)
     {
@@ -218,7 +218,7 @@ namespace QuantLib {
                                  const DayCounter& dayCounter,
                                  const Calendar& calendar,
                                  const T& interpolator)
-    : YieldTermStructure(dates.front(), calendar, dayCounter),
+    : YieldTermStructure(dates.at(0), calendar, dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), discounts, interpolator),
       dates_(dates)
     {
@@ -231,7 +231,7 @@ namespace QuantLib {
                                  const std::vector<DiscountFactor>& discounts,
                                  const DayCounter& dayCounter,
                                  const T& interpolator)
-    : YieldTermStructure(dates.front(), Calendar(), dayCounter),
+    : YieldTermStructure(dates.at(0), Calendar(), dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), discounts, interpolator),
       dates_(dates)
     {

diff --git a/ql/termstructures/yield/forwardcurve.hpp b/ql/termstructures/yield/forwardcurve.hpp
@@ -215,7 +215,7 @@ namespace QuantLib {
                                     const std::vector<Handle<Quote> >& jumps,
                                     const std::vector<Date>& jumpDates,
                                     const T& interpolator)
-    : ForwardRateStructure(dates.front(), calendar, dayCounter, jumps, jumpDates),
+    : ForwardRateStructure(dates.at(0), calendar, dayCounter, jumps, jumpDates),
       InterpolatedCurve<T>(std::vector<Time>(), forwards, interpolator),
       dates_(dates)
     {
@@ -229,7 +229,7 @@ namespace QuantLib {
             const DayCounter& dayCounter,
             const Calendar& calendar,
             const T& interpolator)
-    : ForwardRateStructure(dates.front(), calendar, dayCounter),
+    : ForwardRateStructure(dates.at(0), calendar, dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), forwards, interpolator),
       dates_(dates)
     {
@@ -242,7 +242,7 @@ namespace QuantLib {
             const std::vector<Rate>& forwards,
             const DayCounter& dayCounter,
             const T& interpolator)
-    : ForwardRateStructure(dates.front(), Calendar(), dayCounter),
+    : ForwardRateStructure(dates.at(0), Calendar(), dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), forwards, interpolator),
       dates_(dates)
     {

diff --git a/ql/termstructures/yield/zerocurve.hpp b/ql/termstructures/yield/zerocurve.hpp
@@ -199,7 +199,7 @@ namespace QuantLib {
                                     const std::vector<Handle<Quote> >& jumps,
                                     const std::vector<Date>& jumpDates,
                                     const T& interpolator)
-    : ZeroYieldStructure(dates.front(), calendar, dayCounter, jumps, jumpDates),
+    : ZeroYieldStructure(dates.at(0), calendar, dayCounter, jumps, jumpDates),
       InterpolatedCurve<T>(std::vector<Time>(), yields, interpolator),
       dates_(dates)
     {
@@ -213,7 +213,7 @@ namespace QuantLib {
                                                const DayCounter& dayCounter,
                                                const Calendar& calendar,
                                                const T& interpolator)
-    : ZeroYieldStructure(dates.front(), calendar, dayCounter),
+    : ZeroYieldStructure(dates.at(0), calendar, dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), yields, interpolator),
       dates_(dates)
     {
@@ -226,7 +226,7 @@ namespace QuantLib {
                                                const std::vector<Rate>& yields,
                                                const DayCounter& dayCounter,
                                                const T& interpolator)
-    : ZeroYieldStructure(dates.front(), Calendar(), dayCounter),
+    : ZeroYieldStructure(dates.at(0), Calendar(), dayCounter),
       InterpolatedCurve<T>(std::vector<Time>(), yields, interpolator),
       dates_(dates)
     {