Re: Bootstrapping US Treasury Curve with fake zero coupon bonds

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Bootstrapping-US-Treasury-Curve-with-fake-zero-coupon-bonds-tp8072p8073.html

On Wed, 2008-11-19 at 09:38 -0500, Irakli Machabeli wrote:
> I'm trying to bootstrap treasury curve with cubic spline including t-bill( short dated with no coupon)
> Since quantlib doesn't support zeros I add fixed rate bond helper with real price and very small coupon.
> During bootstrap I get an error

Apologies for the delay---can you post the code that triggers the
problem?

Luigi


--

There's no sense in being precise when you don't even know what you're
talking about.
-- John von Neumann



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