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From: Diego D'A. <die...@gm...> - 2022-06-13 09:52:19
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Hi, I have been trying to bootstrap the inflation term structure with ZCIIS quote using Quantlib. I am getting a "Runtime error: root not bracketed". Here is the code that I have posted on StackOverflow: https://stackoverflow.com/questions/72564838/python-quantlib-bootstrapping-the-inflation-term-structure-from-zciis-runtimee I am new to Quantlib and I have been following the existing examples made by other users. However, I have noticed that the ql.ZeroCouponInflationSwapHelper() and the ql.PiecewiseZeroInflation() objects have changed since the latest posts. Could anyone explain why the interpolation fails for the ZCIIS that I have provided? Many thanks, Diego |