[Quantlib-users] question regarding piecewise yield curve constructor usage in python

[Mike D. <mik...@gm...>]

Hi everyone,

I just recently upgraded from 1.19 to 1.25 and noticed that the constructor
I had been using was depreciated then removed.  I just want to make sure
I'm using the replacement constructor correctly as intended, if anyone has
a moment to comment.

Old way:

curveDiscount = ql.PiecewiseLogCubicDiscount(valuationDate,
                                             rateHelpers,
                                             dayCounter,
                                             jumpQuotes,
                                             jumpDates,
                                             accuracy)

New way:

curveDiscount = ql.PiecewiseLogCubicDiscount(valuationDate,
                                             rateHelpers,
                                             dayCounter,
                                             jumpQuotes,
                                             jumpDates,
                                             ql.MonotonicLogCubic(),

ql.IterativeBootstrap(accuracy, None, None))

>From what I can tell the accuracy should now be passed via the iterative
bootstrap and the min/max can remain null via passing None.  I was a little
confused though because the file here
<https://github.com/lballabio/QuantLib-SWIG/blob/4afcbcfc10775b5750f5931ed4488df78dfdd329/SWIG/piecewiseyieldcurve.i#L84>
still has accuracy as a separate parameter.  I'm using 3.9 Python in case
that matters at all.

I also tried using ql.YieldTermStructure() constructor, but I get a 'no
constructor defined' error so I guess that is not supported via SWIG at
this time.

Thanks,
Mike