CDS example

Posted by Luca Billi on
URL: http://quantlib.414.s1.nabble.com/CDS-example-tp11892.html

Hi all,

I'm looking at the CDS example in the repository and I see that the
bootstraping scheme
doesn't work if I use only one calibrating instrument.
The exception thrown says it needs at least 2 instruments.

Is this the expected behavior?

The error is caused by the BackwardFlat interpolation class requiring 2 points.
Technically, for flat interpolation one point might be enough.

Thanks,

Luca

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