#111 Negative treasury yield can not be computed

open
nobody
None
5
2009-12-23
2009-12-22
boris l
No

The Ql throwws error when it is trying to compute a bond yield from price, when resulting yield happens to be negative using =qlbondyield(). Please see attached spreadsheet with example of the problem. Please read Excel comments on "Negative Yield..." tab for some clarification, but otherwise the spreadsheet should be self-descriptive - if not - glad to help.

Boris
boris.litvin@ortess.com

Discussion

  • boris l

    boris l - 2009-12-22

    Thanks for attention to this problem in advance

     
  • boris l

    boris l - 2009-12-22
    • priority: 5 --> 7
    • assigned_to: nobody --> lballabio
     
  • Luigi Ballabio

    Luigi Ballabio - 2009-12-23
    • priority: 7 --> 5
    • assigned_to: lballabio --> nobody
     

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