Re: [Quantlib-dev] CDS example

[Luigi B. <lui...@gm...>]

On Wed, 2008-05-14 at 00:24 +0200, ja...@fr... wrote:
> True, in this case one instrument should be enough for *any* interpolation since
> we should have an extra point for todays date but no instrument associated with
> it.

True. Since we have an additional point for today's date (and since this
also holds for all other bootstrapped curves) I changed the check in
IterativeBootstrap so that it requires a number of instruments equal to
the number of required points minus one. The cases that used to work
should be unaffected (since they passed the stricter condition already)
and indeed, the existing test cases still pass.

Thanks for the report.

Luigi


-- 

Westheimer's Discovery: 
A couple of months in the laboratory can frequently save a 
couple of hours in the library.