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From: Christofer B. <bog...@gm...> - 2023-10-18 22:16:10
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Hi,
I have below code
import QuantLib as ql
import pandas as pd
DepoQuotes = pd.DataFrame({'Quote' : [ql.SimpleQuote(0.0004)],
'Settlement_D' : [0]})
ql.DepositRateHelper(ql.QuoteHandle(DepoQuotes.loc[0, 'Quote']),
ql.Period(1,ql.Days), DepoQuotes.loc[0, 'Settlement_D'], ql.TARGET(),
ql.Following, False, ql.Actual360())
Above code generates below error
Traceback (most recent call last):
File "<stdin>", line 1, in <module>
File "/usr/local/lib/python3.11/site-packages/QuantLib/QuantLib.py",
line 26529, in __init__
_QuantLib.DepositRateHelper_swiginit(self,
_QuantLib.new_DepositRateHelper(*args))
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
TypeError: Wrong number or type of arguments for overloaded function
'new_DepositRateHelper'.
Possible C/C++ prototypes are:
DepositRateHelper::DepositRateHelper(Handle< Quote > const
&,Period const &,Natural,Calendar const
&,BusinessDayConvention,bool,DayCounter const &)
DepositRateHelper::DepositRateHelper(Rate,Period const
&,Natural,Calendar const &,BusinessDayConvention,bool,DayCounter const
&)
DepositRateHelper::DepositRateHelper(Handle< Quote > const
&,ext::shared_ptr< IborIndex > const &)
DepositRateHelper::DepositRateHelper(Rate,ext::shared_ptr<
IborIndex > const &)
Could you please to resolve above error?
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