Re: exception "Could not bootstrap curve"

Posted by Luigi Ballabio-2 on
URL: http://quantlib.414.s1.nabble.com/exception-Could-not-bootstrap-curve-tp3343p3344.html

On 2004.09.22 10:35, [hidden email] wrote:
> 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)
>

Xavier,
        which version of QuantLib are you using? (It wouldn't make much  
difference, but I might be able to give you more precise directions.)

Later,
        Luigi