Posted by
Luigi Ballabio on
Jun 05, 2014; 2:13pm
URL: http://quantlib.414.s1.nabble.com/QL-NEGATIVE-RATES-tp15367p15392.html
Hi Francois,
I don't remember a particular reason. It was just simpler, I guess.
This said, the default in the last few releases is to allow negative
rates. Is there some place where this is not enforced? Where is your
bootstrap failing?
Luigi
On Wed, Jun 4, 2014 at 3:53 PM, Francois Botha <
[hidden email]> wrote:
> 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,
> Francois Botha
>
> ------------------------------------------------------------------------------
> Learn Graph Databases - Download FREE O'Reilly Book
> "Graph Databases" is the definitive new guide to graph databases and their
> applications. Written by three acclaimed leaders in the field,
> this first edition is now available. Download your free book today!
>
http://p.sf.net/sfu/NeoTech> _______________________________________________
> QuantLib-dev mailing list
>
[hidden email]
>
https://lists.sourceforge.net/lists/listinfo/quantlib-dev>
--
<
https://implementingquantlib.blogspot.com>
<
https://twitter.com/lballabio>
------------------------------------------------------------------------------
Learn Graph Databases - Download FREE O'Reilly Book
"Graph Databases" is the definitive new guide to graph databases and their
applications. Written by three acclaimed leaders in the field,
this first edition is now available. Download your free book today!
http://p.sf.net/sfu/NeoTech_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev