Re: [Quantlib-users] problem with FixedRateBond in v1.33 using wrong signature...

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

Hi, some of the FixedRateBond constructors were deprecated in version 1.28
and then removed in version 1.33.  You should now create a Schedule object
and pass that to the bond constructor.  You can see an example at <
https://github.com/lballabio/QuantLib-SWIG/blob/v1.33/Python/examples/bonds.py#L204
>.

Luigi


On Mon, Mar 4, 2024 at 6:09 PM Amir Lakha <ami...@gm...> wrote:

> 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
>
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>