Rate Inputs to a piecewise Yield Curve

Posted by GL_QL on Jul 29, 2009; 1:31pm
URL: http://quantlib.414.s1.nabble.com/Rate-Inputs-to-a-piecewise-Yield-Curve-tp7711.html

Hi all,

it often happens that a specified rate (of a deposit, future or swap) will create an error when bootstrapping the yield curve (with an error log file = qlPiecewiseYieldCurveData - 1st iteration: could not bootstrap the 4th instrument, maturity August 7th, 2009: root not bracketed: f[2.22045e-016,0.998945] -> [-2.315622e+017,-2.857143e-003])

Can someone explain to me where it comes from ? I don't remember having any mathematical condition bootstrapping a yield curve manually.

Thanks