http://quantlib.414.s1.nabble.com/dual-curve-bootstrapping-tp16940p16944.html
Using Luigi solution, i'm able to compile it. I'm not a c++ champ, but
> Also, the constructor takes two other arguments between the index and the
> discount curve. Using the default values for those, the complete call
> should be:
>
> boost::shared_ptr<RateHelper> s12m(new SwapRateHelper(
> Handle<Quote>(s12mRate), 1*Years,
> calendar, swFixedLegFrequency,
> swFixedLegConvention, swFixedLegDayCounter,
> swFloatingLegIndex, Handle<Quote>(), 0*Days,
> Handle<YieldTermStructure>(OISwapTermStructure)));
>
> Luigi
>
>
> On Sun, Oct 4, 2015 at 7:15 PM Peter Caspers <
[hidden email]>
> wrote:
>
>> Hi,
>>
>> the compiler is not able to match any of the four constructors. You
>> are obviously trying to call the second one. In your code
>>
>> boost::shared_ptr<RateHelper> s12m(new SwapRateHelper(
>> Handle(s12mRate), 1*Years,
>> calendar, swFixedLegFrequency,
>> swFixedLegConvention, swFixedLegDayCounter,
>>
>> swFloatingLegIndex,Handle<YieldTermStructure>(OISwapTermStructure)));
>>
>> you should write Handle<Quote>(s12mRate), and make sure, that s12mRate
>> is of type boost::shared_ptr<Quote> and OISwapTermStructure is of type
>> boost::shared_ptr<YieldTermStructure>.
>>
>> If you attach the full code we could have a more detailed look.
>>
>> Peter
>>
>>
>>
>>
>> On 4 October 2015 at 16:44, ashwinids <
[hidden email]> wrote:
>> > I'm trying to learn dual curve bootstrapping by following the paper
>> > discouting.cpp
>> > <
http://quantlib.10058.n7.nabble.com/file/n16940/discouting.cpp>
>> >
>>
https://www.google.co.in/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&cad=rja&uact=8&ved=0CBwQFjAAahUKEwj6wLCEjKnIAhVYkY4KHXK0DWQ&url=http%3A%2F%2Fssrn.com%2Fabstract%3D2219548&usg=AFQjCNGZ2tanuDrTuSxa_sYRNoRZVuaqyw&sig2=KLgOhmFSUYvZ7FcdKqI_2g&bvm=bv.104317490,d.c2E>> > <
>>
https://www.google.co.in/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&cad=rja&uact=8&ved=0CBwQFjAAahUKEwj6wLCEjKnIAhVYkY4KHXK0DWQ&url=http%3A%2F%2Fssrn.com%2Fabstract%3D2219548&usg=AFQjCNGZ2tanuDrTuSxa_sYRNoRZVuaqyw&sig2=KLgOhmFSUYvZ7FcdKqI_2g&bvm=bv.104317490,d.c2E>> >
>> >
>> > First I created full ois discounting curve,then supplied it to the
>> > swapratehelper to bootstrap the forward curve.
>> >
>> > code for swapratehelper:
>> >
>> > boost::shared_ptr<RateHelper> s12m(new SwapRateHelper(
>> > Handle(s12mRate), 1*Years,
>> > calendar, swFixedLegFrequency,
>> > swFixedLegConvention, swFixedLegDayCounter,
>> >
>> > swFloatingLegIndex,Handle<YieldTermStructure>(OISwapTermStructure)));
>> >
>> > I'm getting compilation errors
>> > no known conversion for argument 1 from
>> > ‘QuantLib::Handle<QuantLib::Quote>’ to ‘QuantLib::Rate {aka double}
>> > no known conversion for argument 8 from
>> > ‘QuantLib::Handle<QuantLib::YieldTermStructure>’ to ‘const
>> > QuantLib::Handle<QuantLib::Quote>&
>> >
>> >
>> > These compilation error start after addition of
>> > QuantLib::Handle<QuantLib::YieldTermStructure> to swapratehelper
>> > constructor.
>> >
>> > I have attached a sample of the code.
>> > Please guide me here,what i'm doing wrong?
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> > --
>> > View this message in context:
>>
http://quantlib.10058.n7.nabble.com/dual-curve-bootstrapping-tp16940.html>> > Sent from the quantlib-users mailing list archive at Nabble.com.
>> >
>> >
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