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From: PONRAM G. <po...@gm...> - 2021-09-21 12:14:09
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Hi, I recently encountered this issue when bootstrapping with bond price quotes. I initially had my prices assuming $1 as the face value. I had no issues after changing it to $100 face value. You can try adjusting your price quotes and see if it helps. - Ponram > On Sep 21, 2021, at 4:08 AM, Simone Caenazzo <Sim...@ri...> wrote: > |