Re: [Quantlib-users] Bootstrapping the inflation term structure with ZCIIS

[Diego D'A. <die...@gm...>]

Got this working. There were a couple of mistakes in my code.

On Mon, 13 Jun 2022, 10:51 Diego D'Alessandro, <
die...@gm...> wrote:

> 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
>