Re: QL_NEGATIVE_RATES
Posted by
igitur on
Jun 05, 2014; 2:18pm
URL: http://quantlib.414.s1.nabble.com/QL-NEGATIVE-RATES-tp15367p15393.html
I was asking more out of curiosity than anything else.
My bootstrap initially failed, but understandably so. We have negative forward rates at the short end of our real yield curve. The flat is still disabled by default for QLNet, which is what I'm using. I'll put in a PR to change it to enabled by default.
------------------------------------------------------------------------------
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