Bugs item #804303, was opened at 2003-09-11 12:55
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https://sourceforge.net/tracker/?func=detail&atid=112740&aid=804303&group_id=12740Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Submitted By: Luigi Ballabio (lballabio)
Assigned to: Nobody/Anonymous (nobody)
Summary: division by zero in TermStructure::zeroCoupon
Initial Comment:
When compiled with Borland, the TermStructure::
zeroCoupon method fails with a division by zero if t == 0.
0 and f > 0
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