Re: [Quantlib-users] Error with DepositRateHelper in QL-Python

[Trent M. <tr...@ma...>]

I'm not totally sure why the objects from the DataFrame aren't expanding correctly, but I get the same result. My advice is just skip the DataFrame. The below should work just fine.

import QuantLib as ql

quote = ql.SimpleQuote(0.0004)

helper = ql.DepositRateHelper(
ql.QuoteHandle(quote),
ql.Period(1, ql.Days),
0,
ql.TARGET(),
ql.Following,
False,
ql.Actual360(),)

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------- Original Message -------
On Wednesday, October 18th, 2023 at 20:26, Trent Maetzold <tr...@ma...> wrote:

> Check the python docs here:
>
> https://quantlib-python-docs.readthedocs.io/en/latest/thelpers.html#depositratehelper
>
> Sent from [Proton Mail](https://proton.me/mail/home) for iOS
>
> On Wed, Oct 18, 2023 at 17:15, Christofer Bogaso <[bog...@gm...](mailto:On Wed, Oct 18, 2023 at 17:15, Christofer Bogaso <<a href=)> wrote:
>
>> 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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