QuantLib / Bugs / #111 Negative treasury yield can not be computed

#111 Negative treasury yield can not be computed

Milestone: None

Status: closed-out-of-date

Owner: nobody

Labels: None

Priority: 5

Updated: 2019-01-02

Created: 2009-12-22

Creator: boris l

Private: 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 - 2009-12-22

QL_negative_yield_problem_v2.zip

If you would like to refer to this comment somewhere else in this project, copy and paste the following link:

boris l - 2009-12-22

Thanks for attention to this problem in advance

If you would like to refer to this comment somewhere else in this project, copy and paste the following link:

boris l - 2009-12-22

priority: 5 --> 7

assigned_to: nobody --> lballabio
If you would like to refer to this comment somewhere else in this project, copy and paste the following link:

Luigi Ballabio - 2009-12-23

priority: 7 --> 5

assigned_to: lballabio --> nobody
If you would like to refer to this comment somewhere else in this project, copy and paste the following link:

Luigi Ballabio - 2017-12-06

If this is still an issue, please submit it to https://github.com/lballabio/QuantLib/issues

If you would like to refer to this comment somewhere else in this project, copy and paste the following link:

Luigi Ballabio - 2019-01-02

status: open --> closed-out-of-date

Group: -->
If you would like to refer to this comment somewhere else in this project, copy and paste the following link:

Negative treasury yield can not be computed

Group

Searches

Help

#111 Negative treasury yield can not be computed

Discussion