Hi all
I am using QLXL 1.10 in Win7 and tried the sample file
"YieldCurveBootstrapping.xls" which can be found in the folder
Workbooks/StandaloneExamples.
Initially the example works perfectly, but if I introduce a swap curve
which is slightly humped in an area, then it crashes. If the curve is
strictly upwards sloping or inverted then it runs fine. Do you know why
it happens?
I tried to run it with today's data for EUR deposit rates, futures &
swap rates and it crashed as the curve is humped between 15 yrs and 30
yrs!!! (When I say crashed I mean "#NUM!")
Could anyone help with it? I would simple like to construct a swap curve
and get discount factors, that's all.
Many thanks in advance,
Theo
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