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[Quantlib-dev] [ quantlib-Bugs-2919555 ] Negative treasury yield can not be computed
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From: SourceForge.net <no...@so...> - 2009-12-22 19:48:42
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Bugs item #2919555, was opened at 2009-12-22 14:47 Message generated for change (Comment added) made by blitvin You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2919555&group_id=12740 Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. Category: None Group: None Status: Open Resolution: None >Priority: 7 Private: No Submitted By: boris l (blitvin) >Assigned to: Luigi Ballabio (lballabio) 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... ---------------------------------------------------------------------- >Comment By: boris l (blitvin) Date: 2009-12-22 14:48 Message: Thanks for attention to this problem in advance ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2919555&group_id=12740 |
