quantlib - "end must be large than start" in Uniform1dMesher -

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i try build pyd-file quantlib , boost want calculate npv barrier option. quantlib pyd throws:

runtimeerror: end must large start

the error originates following quantlib class in uniform1dmesher.hpp:

class uniform1dmesher : public fdm1dmesher { public:     uniform1dmesher(real start, real end, size size)     : fdm1dmesher(size) {         ql_require(end > start, "end must large start");          const real dx = (end-start)/(size-1);          (size i=0; < size-1; ++i) {             locations_[i] = start + i*dx;             dplus_[i] = dminus_[i+1] = dx;         }          locations_.back() = end;         dplus_.back() = dminus_.front() = null<real>();     } };

my c++-code following:

struct optioninputs {   quantlib::real s;   quantlib::real k;   quantlib::spread f;   quantlib::rate r;   quantlib::volatility vol;   quantlib::date maturity;   quantlib::daycounter daycounter; };  double fxoptex(const optioninputs &in,           const quantlib::date &todaysdate,           const quantlib::date &settlementdate) {   using namespace quantlib;    calendar calendar = target();   settings::instance().evaluationdate() = todaysdate;   quantlib::real rebate = 0.05;    size timegird = 365;   size underlyinggird = 100;   size dampingsteps = 0;   real theta = 0.05;   bool localvolatility = true;    boost::shared_ptr<exercise> europeanexercise(             new europeanexercise(                 in.maturity));   handle<quote>     underlyingh(boost::shared_ptr<quote>(new simplequote(in.s)));    handle<yieldtermstructure>     rts(boost::shared_ptr<yieldtermstructure>(new flatforward(settlementdate,                                                            in.r,                                                            in.daycounter)));   handle<yieldtermstructure>     fts(boost::shared_ptr<yieldtermstructure>(new flatforward(settlementdate,                                                            in.f,                                                            in.daycounter)));   handle<blackvoltermstructure>     flatvolts(boost::shared_ptr<blackvoltermstructure>(new blackconstantvol(settlementdate,                                                                          calendar,                                                                          in.vol,                                                                          in.daycounter)));    boost::shared_ptr<strikedtypepayoff>     payoff(new plainvanillapayoff(option::put,                                in.k));    boost::shared_ptr<blackscholesmertonprocess> blackscholesmertonprocess(new blackscholesmertonprocess(                                         underlyingh,                                         fts,                                             rts,                                         flatvolts));           barrieroption barrieroption(             quantlib::barrier::upin,             quantlib::option::put,             rebate,             payoff,              europeanexercise);          barrieroption.setpricingengine(             boost::shared_ptr<pricingengine>(                 new fdblackscholesbarrierengine (                     blackscholesmertonprocess,                     timegird,                     underlyinggird,                     dampingsteps,                     fdmschemedesc::impliciteuler(),                     localvolatility,                     -null< real >())));     return barrieroption.npv(); }  struct fxoption {   double value;   void set(int s, int k, double f, double r, double vol, std::string maturity, std::string daycounter)   {     optioninputs in;     in.s=s;     in.k=k;     in.f=f;     in.r=r;     in.vol=vol;     in.maturity=quantlib::dateparser::parseiso(maturity);     if (daycounter == "actual365fixed")     {         in.daycounter = actual365fixed();     }     value = fxoptex(in, date(15, may, 1998), date(17, may, 1998));   }    double get()   {       return value;   }  };   using namespace boost::python; boost_python_module(quant) {      class_<fxoption>("fxoption")         .def("get", &fxoption::get)         .def("set", &fxoption::set)     ; }

any idea why error thrown?

sorry i'm late party.

difficult without seeing actual invocation, maturity of option earlier settlement date?


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