Some times IRR can not find the right value.
Bug #1210010 reported by
Teddyzhu
This bug affects 1 person
Affects | Status | Importance | Assigned to | Milestone | |
---|---|---|---|---|---|
JQuantLib |
New
|
High
|
Unassigned |
Bug Description
Brent(AbstractS
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Steps to Reproduce
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Sorry, I will forget the test data. We use this function to simulate the goal-seek feature of ms excel for IRR. And then find this issue.
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Additional Information
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Fix
File: CashFlows.java line 350:
final Brent solver = new Brent();
+ if(Compounding.
+ solver.
+ }
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This issue also exists in C++ version of QuantLib.