Thanks for the quick answer, @jirapongse.phuriphanvichai

If you allow me to make a suggestion, I believe you could improve the code:

I'm pretty sure that the example is leaking memory. There are a bunch of calls to new without the matching calls to delete. In my exercise I'm using std::unique_ptr<...[]> to handle this but, if you are not allowed to use C++11, a few calls to delete[] will do the job.

In addition, there is a loop checking the error of all the tenors. The 'if' inside the loop assigns true or false to the 'finish' variable. But, since both branches of the 'if' assign something to 'finish', the final value of 'finish' will reflect only the state of the last tenor checked. I suppose that the intent was to express "all errors < 1e-15" or something like that.

I hope it helps. Best regards and thanks again,

Martin

The code in section 15.6.3: Creating Curve Methodology with C++ Add-In refers to the MyAddin::do_curveaddin() method in Ext_yeildcurve.cpp.

The code in that method is:

void* MyAddin::do_curveaddin()
{
...
double* parRateList = NULL;
...

if (parRateList == NULL) parRateList = new double[tenorNum];
...

rateInput->getDoubleColumn(ID_PAR_RATE, parRateList);

...
}

The code in the document is a snippet code, not the full code. Therefore, you need to allocate memory before calling getDoubleColumn().