could not bootstrap excel error

[David Pearce-5]

Hi,

 

I've successfully implemented the inflation related quantlib files, and created the xll with working functions qlInflationRateHelper and qlPiecewiseZeroInflationCurve. However, when attempting to use the functions qlPiecewiseZeroInflationTimes, qlPiecewiseZeroInflationDates, qlPiecewiseZeroInflationData, excel displays a number error. Using ohRangeRetrieveError returns:

 

qlPiecewiseZeroInflationCurveData - 1st iteration: could not bootstrap the 1st instrument, maturity June 25th, 2012: root not bracketed: f[-0.1,0.3] -> [1.425792e+000,1.023607e+000] 

 

Any help or suggestions on how to resolve would be greatly appreciated.

 

Many thanks,

 

David

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[Luigi Ballabio]

David,
        the bootstrap (which is not yet performed on calling the curve
constructor, but is triggered by the call of the functions you're
calling) fails since the solver can't bracket the node it's looking for.
Maybe a data problem?  May you try using a data set that's known to
work, such as that used in the tests?  (See <test-suite/inflation.cpp>
in the QuantLib distribution).

Luigi


On Thu, 2011-09-01 at 10:11 +0100, David Pearce wrote:

> I've successfully implemented the inflation related quantlib files,
> and created the xll with working functions qlInflationRateHelper and
> qlPiecewiseZeroInflationCurve. However, when attempting to use the
> functions qlPiecewiseZeroInflationTimes,
> qlPiecewiseZeroInflationDates, qlPiecewiseZeroInflationData, excel
> displays a number error. Using ohRangeRetrieveError returns:
>  
> qlPiecewiseZeroInflationCurveData - 1st iteration: could not bootstrap
> the 1st instrument, maturity June 25th, 2012: root not bracketed:
> f[-0.1,0.3] -> [1.425792e+000,1.023607e+000]
>  
> Any help or suggestions on how to resolve would be greatly
> appreciated.
>  
> Many thanks,
>  
> David
> ------------------------------------------------------------------------------
> Special Offer -- Download ArcSight Logger for FREE!
> Finally, a world-class log management solution at an even better
> price-free! And you'll get a free "Love Thy Logs" t-shirt when you
> download Logger. Secure your free ArcSight Logger TODAY!
> http://p.sf.net/sfu/arcsisghtdev2dev
> _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users

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