QL_NEGATIVE_RATES
Posted by
igitur on
Jun 04, 2014; 1:53pm
URL: http://quantlib.414.s1.nabble.com/QL-NEGATIVE-RATES-tp15367.html
Hi,
May I ask why QL_NEGATIVE_RATES was implemented as a preprocessor directive and not as a run-time option?
I hit this issue while trying to bootstrap my real bond yield curve. On a real curve, negative forward rates are very likely at the short end of the curve.
regards,
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