question

Upvotes
1 0 1 0

Eikonn AdfinXAnalytics volatility error

Hello :

Im trying to calculate a volatility using Interop.AdfinXAnalytics with one of the exercise in the developer's book in c#

When i try to Attach the Volatility to the Asset object

i get the following error:

System.Runtime.InteropServices.COMException: 'Undefined error : missing or invalid resource'

i can't figure out my mistake, the code was written originally in vba so i re write the code to c#

can anyone help me out

	    EikonDesktopDataAPI.EikonDesktopDataAPI sdk;           
	    IAdxOption Option ;
            Option = sdk.CreateAdxOption();// new AdxOption();
            IAdxAsset Asset; //AdxAsset Asset;
            Asset = sdk.CreateAdxAsset();//new AdxAsset();
            IAdxRateModel RateModel;
            RateModel = sdk.CreateAdxRateModel();//new AdxRateModel();
            IAdxVolatilityModel VolatilityModel;
            VolatilityModel = sdk.CreateAdxVolatilityModel();//= new AdxVolatilityModel();
            IAdxCalcMethod CalcMethod;// AdxCalcMethod 
            CalcMethod = sdk.CreateAdxCalcMethod();//new AdxCalcMethod();


            string OptionStructure;
            string UnderlyingStructure;
            string RateStructure;
            string CalcStructure;
            string CalcDate;
            double SpotPrice;
            double Volatility;
            double RiskFreeRate;
            string ExpiryDate;
            double StrikePrice;
            double Premium;

            //Set Asset attributes and parameters
            SpotPrice = 134;
            UnderlyingStructure = "UI:SEC";
            Asset.Init(UnderlyingStructure);
            Asset.SetAttribute (AdxAttrAsset.ADX_ATTR1F_ASSET_PRICE, SpotPrice);
         
            //Set VolatilityModel attributes
            VolatilityModel.ErrorMode = AdfinXAnalyticsObjects.AdxErrorMode.DIALOGBOX;
            Volatility = 0.18;
            VolatilityModel.Init("IM:CUBS");
            VolatilityModel.SetAttribute(AdxAttrVolatilityModel.ADX_ATTR1R_VOLATILITY, Volatility);


            //ERROR (1)
            //Attach the Volatility to the Asset object
           Asset.AttachModel(40965,VolatilityModel); //AdxAttrAsset.ADX_PTR_MODEL_DIVIDEND


eikoneikon-data-apieikon-com-apiadfin
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

I've followed up calcCREDITlist@Thomsonreuters.com team again and cc. @Zhenya Kovalyov into the loop. The triage has been extended 1 week further.

Does the user know this issue has been escalated? Shouldn't we leave an answer that explain that? At least for other users?

Contacted Marc Laillat to verify the question.

Contacted Marc Laillat via email to verify the question.

1 Answer

· Write an Answer
Upvotes
4.1k 4 7 12

Go to Debug->Exceptions and use the Find option to locate System.Runtime.InteropServices.COMException. Tick option to break when it is thrown and then debug.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.