|
From: Diego D'A. <die...@gm...> - 2022-06-14 18:30:39
|
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 > |