CPI Bond error (1st iteration: failed at 1st alive instrument)

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CPI Bond error (1st iteration: failed at 1st alive instrument)

ycc1107
Hello,

I am trying to calculate clean price for a CpiBond but I get this:

1st iteration: failed at 1st alive instrument, maturity May 1st, 2013, reference date January 1st, 2013: root not bracketed: f[-0.5,0.5] -> [3.049500e-002,3.049500e-002]

Can somebody help me figure out what I am missing in the setup ?

Thank you,
CY
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Re: CPI Bond error (1st iteration: failed at 1st alive instrument)

Luigi Ballabio
Hard to say. Can you post the code?

Luigi

On Tue, Mar 11, 2014 at 2:52 PM, ycc1107 <[hidden email]> wrote:

> Hello,
>
> I am trying to calculate clean price for a CpiBond but I get this:
>
> 1st iteration: failed at 1st alive instrument, maturity May 1st, 2013,
> reference date January 1st, 2013: root not bracketed: f[-0.5,0.5] ->
> [3.049500e-002,3.049500e-002]
>
> Can somebody help me figure out what I am missing in the setup ?
>
> Thank you,
> CY
>
>
>
> --
> View this message in context: http://quantlib.10058.n7.nabble.com/CPI-Bond-error-1st-iteration-failed-at-1st-alive-instrument-tp15057.html
> Sent from the quantlib-users mailing list archive at Nabble.com.
>
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Learn Graph Databases - Download FREE O'Reilly Book
"Graph Databases" is the definitive new guide to graph databases and their
applications. Written by three acclaimed leaders in the field,
this first edition is now available. Download your free book today!
http://p.sf.net/sfu/13534_NeoTech
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