negative discount rate

Posted by jojogh on
URL: http://quantlib.414.s1.nabble.com/negative-discount-rate-tp15318.html

Hi,

I try to use the solver function like Bisection or Newton method to find the root of the curve parallel shift to make sure the valuation result is very close to the market quotation. 

But, when I set the minimum boundary to -0.1,  QuantLib throw out the exception the discount rate can not be the negative one. I know Quantlib allow user to set the discount rate to be negative one, But, I just want the RootFunction to find the result to the lowest one, but never to be negative one. 

How can I achieve it?

Many thanks

regards

Alex

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