Re: bug related to error message "root not bracketed"

Posted by Ferdinando M. Ametrano-2 on
URL: http://quantlib.414.s1.nabble.com/bug-related-to-error-message-root-not-bracketed-tp153p160.html

On Thu, Jun 24, 2010 at 11:59 AM, Luigi Ballabio
<[hidden email]> wrote:
> P.S. Maybe we should enable negative rates by default.  People, what do
> you think?

Negative rates are an alert that your curve is wrong (besides few
extreme cases as JPY very short tenor). A lot of people is stumbling
into negative rates just because they have obsolete curve definitions
which are not adequate with the current market conditions (multiple
Libor curves, collateral discounting, etc)

So I'll personally keep negative rates turned off when compiling the library.
Anyway we could allow negative rate just to shake off naive users'
questions... ;-D

ciao -- Nando

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