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Currently, the implementation in the YieldCurve function will error if the discount factor becomes negative (e.g. turn the volatility parameter on the hull white tests up and it will encounter this scenario). Investigate alternative formulations which don't let the discount factor go negative.
The text was updated successfully, but these errors were encountered:
Currently, the implementation in the YieldCurve function will error if the discount factor becomes negative (e.g. turn the volatility parameter on the hull white tests up and it will encounter this scenario). Investigate alternative formulations which don't let the discount factor go negative.
The text was updated successfully, but these errors were encountered: