http://quantlib.414.s1.nabble.com/dual-curve-bootstrapping-tp16940p16945.html
If I am not mistaken you can leave the default arguments apart in a C++ call if (and only if) they are the last parameters of your call. Being in the middle in your case you do have to provide at least the default values as Luigi showed you.
I'm using Handle<Quote> in my actual code,it is during asking that i missed the '<Quote>'.
Using Luigi solution, i'm able to compile it. I'm not a c++ champ, but shouldn't constructors work without providing parameters with default values.
> 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_sYRNoRZVu
>> aqyw&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_sYRNoRZVu
>> aqyw&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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>> >
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>> >
https://lists.sourceforge.net/lists/listinfo/quantlib-users>>
>>
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> --
>
> <
http://leanpub.com/implementingquantlib/>
> <
http://implementingquantlib.com>
> <
http://twitter.com/lballabio>
>
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