Re: Quantlib Error: time (30.0037) is past max curve time (30.001)

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/bug-related-to-error-message-root-not-bracketed-tp153p159.html

On Thu, 2010-09-09 at 15:25 +0000, Jinping Shi wrote:
> Found the solution and please ignore the early message.  I just need
> to add one more line:
>  
> swapTermStructure->enableExtrapolation();

Yes, that works, but it shouldn't be necessary.
It's probably a calendar issue. You're using UnitedStates, while
USDLibor uses a joint calendar of UnitedStates and UnitedKingdom.

Luigi


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