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#163 TraitsID = "LogLinear" error in qlPiecewiseYieldCurve()

open
QuantLibXL (1)
5
2013-08-30
2013-08-30
Oscar Soppelsa
No

http://quant.stackexchange.com/questions/8857/quantlib-error-with-qlpiecewiseyieldcurvedata-on-qlpiecewiseyieldcurve-with

It's an issue with the LogLinear interpolation; while trying to find the correct rate for the 1-week node, the bootstrapper wanders unchecked into a region of negative rates and the logarithms blow up.

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