使用quantlib时尝试为工具定价时出错

我在尝试从引导曲线为20x10交换定价时收到以下错误。在 ImpliedRate 功能

swapratesServiceTests.impliedrate_fortwenty_x_tenyearswap_returns日期: System.ApplicationException:第2段:不能取消引用空句柄

我不知道从哪里开始调试这个问题。如有任何帮助,我们将不胜感激。

重要提示:我使用的是Quantlib的C_Swig版本,因此基于swapValue.cpp示例,我的实际产品代码如下:

试验方法:

    [Test]
    public void ImpliedRate_ForTwenty_x_TenYearSwap_ReturnsRate() 
    {
        //Arrange
        var startingDate = new Date(10,Month.October,2030); // starting date of 20x10yr swap
        var length= 10;
        repo.Setup(r => r.Read(It.IsAny<string>())).Returns(LoadSwapPoints()); // LoadSwapPoints returns IEnumerable<RateHelpers>

        //Act
        service.ConstructSwapPoints(SettlementDate);
        var instrumentRate = service.ImpliedRate(startingDate, length);

        //Assert
        Assert.That(instrumentRate, Is.Not.Null); // this must change to a value test

    }

这是更大的构造交换点方法的一部分

        var depoFRASwapInstruments = PointVector; // RateHelperVector populated with RateHelpers
        DayCounter termStructureDayCounter = new ActualActual(ActualActual.Convention.Actual365);

        QuoteHandleVector quotes = new QuoteHandleVector();
        DateVector quoteDates = new DateVector();

        py = CreatePiecewiseLinearCurve(settlementDate, depoFRASwapInstruments, termStructureDayCounter, quotes, quoteDates);
        DiscountingTermStructure = new RelinkableYieldTermStructureHandle(py); //RelinkableYieldTermStructureHandle
        //DiscountingTermStructure.linkTo(py); // alternate way

        PricingEngine = new DiscountingSwapEngine(DiscountingTermStructure); // DiscountingSwapEngine           

使用如下的impliedrate方法(由于IP限制,我已经剪掉了一些部分);

    public double ImpliedRate(Date startingDate, int length)
    {

        var swapMaturityDate = startingDate.Add(new Period(length, TimeUnit.Years));
        var curveMaturityDate = py.maxDate();

        Schedule fixedSchedule = new Schedule(startingDate, swapMaturityDate, new Period(Frequency.Quarterly), SouthAfricanCalender, Convention, Convention, DateGeneration.Rule.Forward, false);
        Schedule floatSchedule = new Schedule(startingDate, swapMaturityDate, new Period(Frequency.Quarterly), SouthAfricanCalender, Convention, Convention, DateGeneration.Rule.Forward, false);

        VanillaSwap impliedSwap = new VanillaSwap(
            _VanillaSwap.Type.Payer, 
            10000000.0, 
            fixedSchedule, 
            0.1, 
            Actual365FixedDayCounter, 
            floatSchedule, 
            new Jibar(new Period(Frequency.Quarterly)), 
            0, 
            Actual365FixedDayCounter);

        impliedSwap.setPricingEngine(PricingEngine);

        return impliedSwap.fairRate(); // <---exception thrown here
    }

我希望我的术语是正确的,因为金融术语对我来说仍然是新的。

编辑:我添加了C++标签,因为我的图形实际上与一些底层C++代码有关。希望这次曝光能揭示一些对这里可能发生的事情的见解。