Bugs item #2919555, was opened at 2009-12-22 14:47
Message generated for change (Comment added) made by blitvin
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Category: None
Group: None
Status: Open
Resolution: None
>Priority: 7
Private: No
Submitted By: boris l (blitvin)
>Assigned to: Luigi Ballabio (lballabio)
Summary: Negative treasury yield can not be computed
Initial Comment:
The Ql throwws error when it is trying to compute a bond yield from price, when resulting yield happens to be negative using =qlbondyield(). Please see attached spreadsheet with example of the problem. Please read Excel comments on "Negative Yield..." tab for some clarification, but otherwise the spreadsheet should be self-descriptive - if not - glad to help.
Boris
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>Comment By: boris l (blitvin)
Date: 2009-12-22 14:48
Message:
Thanks for attention to this problem in advance
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You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2919555&group_id=12740------------------------------------------------------------------------------
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