# negative discount and zero rate on swap bootstraping

Hi I am writing a program to Bootstrap a EURO zero swap-curve for tenor 3M and 6M with given bid and ask. When I run the program , I get a negative zero rate and discount factor from 5Y till 30Y for both Swap 3m and 6m. Is it normal or am I doing something wrong in calculation?

For swap part, I use this formula to calculate the discount: $D_T=\frac{D_{T/N}-R_T^{par} \sum_{i=1}^{T-1}D_t}{1+R_T^{par}}$

and to calculate zero rate I use the following formula: $Z_T=((\frac{1}{D_T})^{\frac{365}{days}}-1)$

I really appreciate any tips or help. Bests