[Quantlib-users] Unable to extract CF amount of a Bond

[Brian S. <bri...@gm...>]

Hi,

I want to extract all the cash flow amounts from a bond as defined below -

from QuantLib import *

mydate = Date(31, 1, 2018)

spots = [mydate, mydate + Period("6m"), mydate + Period("1y"), mydate
+ Period("2y"), mydate + Period("3y")]
spotsdate = [0, 0.25, 0.45, 0.65, 0.85]

curveHandle = YieldTermStructureHandle(ZeroCurve(spots, spotsdate,
Actual360(), Canada(), Linear(), Continuous))

[c.amount() for c in FloatingRateBond(0, 10000, Schedule(mydate,
mydate + Period("1y"), Period(6, Months), Canada(), Unadjusted,
Unadjusted, DateGeneration.Forward, False) , Euribor6M(curveHandle),
Actual360()).cashflows()]

However above code failed to achieve any result, but giving out below error -

Traceback (most recent call last):File "<stdin>", line 1, in
<module>File "<stdin>", line 1, in <listcomp>File
"/usr/local/lib/python3.9/site-packages/QuantLib/QuantLib.py", line
9967, in amountreturn _QuantLib.CashFlow_amount(self)RuntimeError:
Missing Euribor6M Actual/360 fixing for January 29th, 2018

I wonder where the date January 29th, 2018 comes from and how to resolve this?

Any pointer will be highly appreciated.

Thanks for your time.