# QuantLib error with qlPiecewiseYieldCurveData() on qlPiecewiseYieldCurve() with ZeroYield and ForwardRate

I'm using QuantLibXL to build a discount curve, a zero yield curve and a forward curve of the EURIBOR rate (QuantLibXL is downloadable here).

I've built an object of class PiecewiseYieldCurve through the qlPiecewiseYieldCurve() function and the TraitsID argument is set to ZeroRate.

When I use the qlPiecewiseYieldCurveData() function to get the zero rates, the ObjectHandler returns me the following error message:

qlPiecewiseYieldCurveData - 1st iteration: failed at 1st alive instrument, maturity September 10th, 2013, reference date September 3rd, 2013: invalid value (-1) at index 0


Similar issue with the forward rates curve.

What should I amend in my qlPiecewiseYieldCurve() to make it work properly?

(Maybe this question is more suitable to Stack Overflow than Quantitative Finance Stack Exchange?).

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It depends on the data you're using. What are you passing to the qlPiecewiseYieldCurve function? –  Luigi Ballabio Aug 30 '13 at 12:54
ObjectId = 0 ; NDays = 2 ; Calendar = "Target" ; DayCounter = 0 (default) ; Accuracy = 0 ; TraitsID = "ZeroYield" ; InterpolatorID = "LogLinear". Everything else is equal to 0 or default. The main argument here is RateHelpers, that is an array built up via qlRateHelperSelection() and this function does not return me any error. –  Lisa Ann Aug 30 '13 at 13:00
What are the quoted rates passed to the rate helpers? –  Luigi Ballabio Aug 30 '13 at 13:05
Objects of class qlDepositRateHelper built by qlDepositRateHelper2() function; it's a curve made up by EONIA, EURIBOR from 1M to 6M and EUR swaps from 7M to 50Y. No error in that, according to the ObjectHandler. Every rate is a spot rate, not a forward one. –  Lisa Ann Aug 30 '13 at 13:12

Actually, with Linear it works fine. Your explanation of the issue is perfect, thank you. Just a question before accepting your answer (it's the second time you help me with QuantLib related issues, thank you very much): considering I need to deal with QuantLib during the next months, do you suggest me to subscribe to its mailing list to ask about specific code's issues like this? –  Lisa Ann Aug 30 '13 at 15:11