Posted by
Pascal Haakmat on
URL: http://quantlib.414.s1.nabble.com/QuantLib-SWIG-as-coupon-and-friends-in-Python-tp15935.html
Dear list,
I seem to be having a problem using the as_coupon() SWIG function in
Python.
I've tested this using QuantLib revision
88aedbaf615de99143c71126dbd92827c3fff96f from May 27.
Some pseudo-code for illustration:
import QuantLib as QL
... create a FixedRateBond ...
bond = QL.FixedRateBond(...)
for cashflow in bond.cashflows():
coupon = QL.as_coupon(cashflow)
print "Date: " + str(coupon.date()) + \
", Amount: " + str(coupon.amount()) + \
", Accrual period: " + str(coupon.accrualPeriod())
This fails with:
File "/usr/local/lib/python2.7/dist-packages/QuantLib/QuantLib.py",
line 6271, in amount
def amount(self): return _QuantLib.CashFlow_amount(self)
RuntimeError: Boost assertion failed: px != 0
Other methods (like coupon.accrualPeriod()) fail in a similar manner.
Thanks,
Pascal
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