[Quantlib-users] Curve BLOOMBERG CURVE S45 replication

[Damiano P. <dap...@gm...>]

Hi, I'm trying to replicate the paper MATCHING THE BLOOMBERG CURVE S45 WITH
QUANTLIB
available at https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3640517

My problem is to translate the c++ code in Python, I looked at this example:
https://github.com/lballabio/QuantLib-SWIG/blob/master/Python/examples/global-bootstrap.py

but I have no clue on how to correctly implement the additionalErrors
function (what is its return type, how I link the FraHelpers to the
iteratively bootstrapped termstructure...).

Could you help me with this?
Thanks in advance,
Damiano