http://quantlib.414.s1.nabble.com/Autocallable-with-trinomial-tree-tp6840p6844.html
> Hello
>
> This kind of message occurs when the solver cannot find a solution in
> the bootstrapping algorithm
>
> You're using too many datapoints in your curve and all of them do not
> have the same liquidity
>
> Try suppressing some of your datapoint (especiallu the long term future)
> they might be incompatible with the swap yields
>
> (I'm speaking of experience s I got a lot of theses returns usually
> thought not on the EUR curve but then I'm not using Futurs)
>
> regards
>
>
>
> Amundi
>
>
>
> Jean-Renaud Viala
>
>
>
> Head of Diversified Quant Research
>
>
>
> 90 Bd Pasteur - CS 21 564 Paris Cedex 05 - France
>
>
>
> Web:
http://www.amundi.com>
>
>
> Tel: +33 1 76 32 18 83
>
>
>
> @:
[hidden email]
>
>
>
> ________________________________
>
> From:
[hidden email]
> [mailto:
[hidden email]] On Behalf Of g m
> Sent: Tuesday, November 08, 2011 4:09 PM
> To:
[hidden email]
> Subject: [Quantlib-users] Building Yield Curve
>
>
>
> 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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