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

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

Hi,
    unfortunately it seems that the SWIG wrappers have some trouble with
numpy-defined types such as numpy.int64 (which is what is returned from
DepoQuotes.loc[0, 'Settlement_D']).  If you convert it to a regular Python
int, as in:

ql.DepositRateHelper(

    ql.QuoteHandle(DepoQuotes.loc[0, 'Quote']),

    ql.Period(1,ql.Days), int(DepoQuotes.loc[0, 'Settlement_D']),
ql.TARGET(),

    ql.Following, False, ql.Actual360()

)


then the constructor call works.

Luigi


On Thu, Oct 19, 2023 at 12:19 AM Christofer Bogaso <
bog...@gm...> 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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