On Thu, 2008-07-17 at 07:26 -0700, MJC1 wrote:
> I'm using the yield to maturity and IRR methods for inflation linked bonds.
> When the real yield is <0 the methods are returning errors.
>
> Does anybody have any suggestions for alternative methods to use to compute
> yield for this asset class?
Michael,
sorry for the delay---vacations and all that. Did you happen to
investigate what fails exactly? Or, can you send a small example to
reproduce the error?
Luigi
--
There is no likelihood man can ever tap the power of the atom.
-- Robert Millikan, Nobel Prize in Physics, 1923
-------------------------------------------------------------------------
This SF.Net email is sponsored by the Moblin Your Move Developer's challenge
Build the coolest Linux based applications with Moblin SDK & win great prizes
Grand prize is a trip for two to an Open Source event anywhere in the world
http://moblin-contest.org/redirect.php?banner_id=100&url=/_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Locked
