|
From: Amir L. <ami...@gm...> - 2024-03-04 17:06:29
|
Hi, I have some code where I was creating a FixedRateBond which was working correctly in v1.32, however, I am getting the following error if I try and run in v1.33: 25245 def __init__(self, *args, **kwargs): 25246 r"""__init__(FixedRateBond self, Integer settlementDays, Real faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention=QuantLib::Following, Real redemption=100.0, Date issueDate=Date(), Calendar paymentCalendar=Calendar(), Period exCouponPeriod=Period(), Calendar exCouponCalendar=Calendar(), BusinessDayConvention exCouponConvention=Unadjusted, bool exCouponEndOfMonth=False) -> FixedRateBond""" > 25247 _QuantLib.FixedRateBond_swiginit(self, _QuantLib.new_FixedRateBond(*args, **kwargs)) TypeError: in method 'new_FixedRateBond', argument 2 of type 'Real' The code I am using to initialise the FixedRateBond is : self.bond = ql.FixedRateBond(0, calendar, self.nominal, issueDate, maturity, ql.Period(frequency), self.coupons, dayCount) The arguments being passed to the constructor are : - SettleDays: 0 - Calendar: TARGET calendar - Face: 1000000 - Start: November 14th, 2022 - End: November 14th, 2032 - Period: 1Y, Coupons: [0.08407], - DayCount: 30/360 (Bond Basis) day counter Any idea what I am doing wrong? kind regards, Amir |