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

[Luigi B. <lui...@gm...>]

Hi Mike,
    your new code is correct.

Regards,
    Luigi


On Mon, Mar 14, 2022 at 12:39 AM Mike DelMedico <mik...@gm...>
wrote:

> 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
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