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Fix for a NullpointerException and Bonds with negativ yields #6

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Fix for a NullpointerException and Bonds with negativ yields #6

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073f148
fix, bonds can have small negativ yield. Solver still works, as the m…
ToralfNiebuhr Mar 14, 2016
aa3cc58
fix NullPointerException
ToralfNiebuhr Mar 14, 2016
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2 changes: 1 addition & 1 deletion jquantlib/src/main/java/org/jquantlib/daycounters/DayCounter.java
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Expand Up @@ -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());
}


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2 changes: 1 addition & 1 deletion jquantlib/src/main/java/org/jquantlib/instruments/Bond.java
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Expand Up @@ -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,
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