From 073f14871dcf1638c84609b987525e31bf087873 Mon Sep 17 00:00:00 2001 From: Toralf Niebuhr Date: Mon, 14 Mar 2016 16:23:40 +0100 Subject: [PATCH 1/2] fix, bonds can have small negativ yield. Solver still works, as the monotonicity is still true --- jquantlib/src/main/java/org/jquantlib/instruments/Bond.java | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/jquantlib/src/main/java/org/jquantlib/instruments/Bond.java b/jquantlib/src/main/java/org/jquantlib/instruments/Bond.java index d8566ee..c157ab5 100644 --- a/jquantlib/src/main/java/org/jquantlib/instruments/Bond.java +++ b/jquantlib/src/main/java/org/jquantlib/instruments/Bond.java @@ -406,7 +406,7 @@ public double dirtyPrice() { dirtyPrice(), dc, comp, freq, settlementDate()); - return solver.solve(objective, accuracy, 0.02, 0.0, 1.0); + return solver.solve(objective, accuracy, 0.02, -0.1, 1.0); } public/* @Rate */double yield(final DayCounter dc, From aa3cc58e0a10bd0344de5d40f07a4025c07fcd7d Mon Sep 17 00:00:00 2001 From: Toralf Niebuhr Date: Mon, 14 Mar 2016 16:26:54 +0100 Subject: [PATCH 2/2] fix NullPointerException --- .../src/main/java/org/jquantlib/daycounters/DayCounter.java | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/jquantlib/src/main/java/org/jquantlib/daycounters/DayCounter.java b/jquantlib/src/main/java/org/jquantlib/daycounters/DayCounter.java index e4d777e..6ea132b 100644 --- a/jquantlib/src/main/java/org/jquantlib/daycounters/DayCounter.java +++ b/jquantlib/src/main/java/org/jquantlib/daycounters/DayCounter.java @@ -118,7 +118,7 @@ public long dayCount(final Date dateStart, final Date dateEnd) /* @ReadOnly */ { * @return the period between two dates as a fraction of year */ public /*@Time*/ double yearFraction(final Date dateStart, final Date dateEnd) /* @ReadOnly */ { - return yearFraction(dateStart, dateEnd, null, null); + return yearFraction(dateStart, dateEnd, new Date(), new Date()); }