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I get model error using the fixedbyzero function

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Helena
Helena on 31 Aug 2018
Closed: Sabin on 1 Feb 2023
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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