Added a new QLNet Exceptions.

egorpavlikhin · Aug 16, 2019 · 9633df8 · 9633df8
1 parent ac2ca38
commit 9633df8
Show file tree

Hide file tree

Showing 3 changed files with 10 additions and 4 deletions.
diff --git a/src/QLNet/Cashflows/CashFlows.cs b/src/QLNet/Cashflows/CashFlows.cs
@@ -294,9 +294,12 @@ private void checkSign()
                      lastSign = thisSign;
                }
             }
-            Utils.QL_REQUIRE(signChanges > 0, () =>
-                             "the given cash flows cannot result in the given market " +
-                             "price due to their sign");
+
+            if (signChanges <= 0)
+            {
+               Utils.QL_FAIL("the given cash flows cannot result in the given market " +
+                             "price due to their sign", QLNetExceptionEnum.InvalidPriceSignException);
+            }
          }
       }
       class ZSpreadFinder : ISolver1d

diff --git a/src/QLNet/Exceptions/QLNetExceptionEnum.cs b/src/QLNet/Exceptions/QLNetExceptionEnum.cs
@@ -5,6 +5,7 @@ public enum QLNetExceptionEnum
       ArgumentException = 1,
       NotTradableException = 2,
       RootNotBracketException = 3,
-      MaxNumberFuncEvalExceeded = 4
+      MaxNumberFuncEvalExceeded = 4,
+      InvalidPriceSignException = 5
    }
 }
diff --git a/src/QLNet/Utils.cs b/src/QLNet/Utils.cs
@@ -137,6 +137,8 @@ public static void QL_FAIL(string message, QLNetExceptionEnum exEnum = QLNetExce
                throw new RootNotBracketException(message);
             case QLNetExceptionEnum.MaxNumberFuncEvalExceeded:
                throw new MaxNumberFuncEvalExceeded(message);
+            case QLNetExceptionEnum.InvalidPriceSignException:
+               throw new InvalidPriceSignException(message);
          }
       }