[ quantlib-Bugs-804303 ] division by zero in TermStructure::zeroCoupon

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[ quantlib-Bugs-804303 ] division by zero in TermStructure::zeroCoupon

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Bugs item #804303, was opened at 2003-09-11 12:55
Message generated for change (Tracker Item Submitted) made by Item Submitter
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=804303&group_id=12740

Category: 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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You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=804303&group_id=12740