FittedBondCurve: unrecognized method gives "Boost assertion failed: px != 0" instead of an informative error

[m-muecke]

FittedBondCurve() doesn't currently validate curveparams$method. Any value other than the three exact strings "ExponentialSplinesFitting", "SimplePolynomialFitting", or "NelsonSiegelFitting" gives an unrelated error message. Having something like: Unknown fitting method 'NelsonSiegel ... would be great, similar to the existing throw std::range_error("Unknown method in AffineSwaption") in src/affine.cpp.

library(RQuantLib)

lengths <- c(2, 4, 6, 8, 10)
coupons <- c(0.02, 0.025, 0.03, 0.035, 0.04)
market_quotes <- rep(100, length(lengths))
date_params <- list(
  settlementDays = 0,
  period = "Annual",
  dayCounter = "ActualActual",
  businessDayConvention = "Unadjusted"
)

curve_params <- list(method = "NelsonSiegel", origDate = Sys.Date())
FittedBondCurve(curve_params, lengths, coupons, market_quotes, date_params)
#> Error in `fittedBondCurveEngine()`:
#> ! Boost assertion failed: px != 0

^{Created on 2026-07-23 with reprex v2.1.1}

[eddelbuettel]

Good idea, especially as dates are already checked. At a minimum we could rely on match.arg and just enumerate the options in the signature.