Unable to bootstrap USD 3M libor curve

Posted by sumit_uk1 on May 28, 2017; 8:30pm
URL: http://quantlib.414.s1.nabble.com/Unable-to-bootstrap-USD-3M-libor-curve-tp18312.html

Hi;

   I recently purchased the pdf book quantlib python cookbook by Luigi Ballabio

   I have been trying to bootstrap a USD 3M libor curve using a OIS (FF) discounting curve, but it keeps failing.

 Please see code attached.

  Can someone please help me?

Thanks

Sumit

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