Bugs item #804303, was opened at 2003-09-11 12:55
Message generated for change (Comment added) made by lballabio
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Group: None
>Status: Closed
Resolution: None
Priority: 5
Submitted By: Luigi Ballabio (lballabio)
>Assigned to: Luigi Ballabio (lballabio)
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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>Comment By: Luigi Ballabio (lballabio)
Date: 2003-10-09 10:43
Message:
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The division by zero is now removed.
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