[Quantlib-dev] QL_NEGATIVE_RATES

[Francois B. <ig...@gm...>]

Hi,

May I ask why QL_NEGATIVE_RATES was implemented as a preprocessor directive
and not as a run-time option?

I hit this issue while trying to bootstrap my real bond yield curve. On a
real curve, negative forward rates are very likely at the short end of the
curve.

regards,
Francois Botha