exception "Could not bootstrap curve"

Posted by Xavier.Abulker on
URL: http://quantlib.414.s1.nabble.com/exception-Could-not-bootstrap-curve-tp3343.html


Dear QuantLib,

I generate zero rates and discount factors from piecewiseflatforward for JPY curve where interest rates are evry small as you know.

I sometimes receive the QuantLib exception:

Could not bootstrap curve. segment 5 of 11, last forward = 0.012 ,
last discount =  0.9942483150 , last zero-yield =  0.012 , last guess was 0.988228670896053
error generated by dummy3m act/act (ISDA)

This error is not very clear to me in piecewiseflatforward.cpp, I presume this is because there is a lower limit to the forward or zero rate I reached.
Do you know which variable I should change in QuantLib to avoid this error?
thank you

Xavier