[Quantlib-dev] [ quantlib-Bugs-2919555 ] Negative treasury yield can not be computed

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Bugs item #2919555, was opened at 2009-12-22 14:47
Message generated for change (Tracker Item Submitted) made by blitvin
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: boris l (blitvin)
Assigned to: Nobody/Anonymous (nobody)
Summary: Negative treasury yield can not be computed

Initial Comment:
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 
bor...@or...

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You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2919555&group_id=12740