4 Aug 16:47
Re: negative yields
From: Luigi Ballabio <luigi.ballabio <at> gmail.com>
Subject: Re: negative yields
Newsgroups: gmane.comp.finance.quantlib.user
Date: 2008-08-04 14:47:10 GMT
Subject: Re: negative yields
Newsgroups: gmane.comp.finance.quantlib.user
Date: 2008-08-04 14:47:10 GMT
On Thu, 2008-07-17 at 07:26 -0700, MJC1 wrote: > I'm using the yield to maturity and IRR methods for inflation linked bonds. > When the real yield is <0 the methods are returning errors. > > Does anybody have any suggestions for alternative methods to use to compute > yield for this asset class? Michael, sorry for the delay---vacations and all that. Did you happen to investigate what fails exactly? Or, can you send a small example to reproduce the error? Luigi -- -- There is no likelihood man can ever tap the power of the atom. -- Robert Millikan, Nobel Prize in Physics, 1923 ------------------------------------------------------------------------- This SF.Net email is sponsored by the Moblin Your Move Developer's challenge Build the coolest Linux based applications with Moblin SDK & win great prizes Grand prize is a trip for two to an Open Source event anywhere in the world http://moblin-contest.org/redirect.php?banner_id=100&url=/
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