Building Yield Curve
Posted by
g m-10 on
Nov 08, 2011; 3:08pm
URL: http://quantlib.414.s1.nabble.com/Autocallable-with-trinomial-tree-tp6840p6842.html
Hi all,
I get the following error when trying to use futures in building yield curve :
qlTermStructureMaxDate - 1st iteration: failed at 10th alive instrument, maturity December 19th, 2012, reference date November 4th, 2011: root not bracketed: f[2.22045e-016,0.979507] -> [1.751305e+018,3.392778e-001]
Please see the attached excel file, I'm using 1.1.0 version.
Thanks!
Regards,
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