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
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?).