I get model error using the fixedbyzero function

2018 8 月 31
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2023 2 月 1 に更新
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I have my zero coupon curves, obtained using the bootstrapping methodology and am pricing something that has an exact settle point on the curve. When comparing the price used as the input to the output price why am I seeing discrepancies? Surely it should be an exact output of the input?

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Helena
Helena
2018 年 8 月 31 日

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Sabin
Sabin
2023 年 2 月 1 日

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