Strange ZeroYields in QuanLibXL

Posted by CH69 on
URL: http://quantlib.414.s1.nabble.com/Strange-ZeroYields-in-QuanLibXL-tp897.html

Hello,

I am using the yield curve bootstrapping example spreadsheet. I am looking at only swap rates to compute the zeroyield curve.

First off: If in the 30Y swap in the RateHelpers tab you put 13.1% you'll get NUM errors.
Second: The zero yields being produced are wrong.

Can you please tell me what I am doing incorrectly but I have gone thorough this a few times and now stuck. Thanks!

YieldCurveBootstrapping+TEST.xls