Re: [Quantlib-dev] QL_NEGATIVE_RATES

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

Hi Francois,
    I don't remember a particular reason. It was just simpler, I guess.
This said, the default in the last few releases is to allow negative
rates. Is there some place where this is not enforced? Where is your
bootstrap failing?

Luigi


On Wed, Jun 4, 2014 at 3:53 PM, Francois Botha <ig...@gm...> wrote:
> 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
>
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