PiecewiseLogCubicDiscount Tolerance
Posted by
alihassani on
Jun 07, 2016; 4:37pm
URL: http://quantlib.414.s1.nabble.com/PiecewiseLogCubicDiscount-Tolerance-tp17502.html
Hello,
Is it possible to change the tolerance for the PiecewiseLogCubicDiscount function in Python? If so, how? I'm currently getting an error "convergence not reached after 99 iterations" .
Best,
Ali
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