Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib: [11606]trunk/QuantLib

[DU V. DE V. F. G. P. <fra...@ca...>]

>No, this is not correct. If the nodes are far apart, there's nothing
>that forbids the discount at a node to be less than half of the =
previous
>value; yet you're preventing such a curve from bootstrapping.

I agree with you that even if this is unlikely to happen it is not =
satisfactory to leave such a hole. Let say that it is a quick fix.

>If the minimum at 0 was wrecking havoc on the spline, we could use the
>other solve() method in Solver1D, namely, the one that takes a guess =
and
>a step and tries to bracket the solution on its own. It's going to be
>slower, but probably more robust.

Thanks for your suggestion, I was not aware of this method,=20

Fran=E7ois