Re: Bootstrapping US Treasury Curve with fake zero coupon bonds

Posted by pdrubetskoy on
URL: http://quantlib.414.s1.nabble.com/Bootstrapping-US-Treasury-Curve-with-fake-zero-coupon-bonds-tp8072p8075.html

Hi,
I am also having similar issues bootstrapping a treasury curve with QuantLib. Has there been any resolution to this thread?
Any help would be appreciated,
Peter

Irakli Machabeli-2 wrote

Luigi,

I get this error if I try to bootstrap curve from c# code
1st iteration: could not bootstrap the 1st instrument, maturity March 19th,
2009: root not bracketed: f[2.22045e-016,3] ->
[-9.996249e+001,-4.730857e+001]

....