Re: Quantlib Python - Issue with CallabilitySchedule with CallableFixedRateBond

Posted by Gouthaman Balaraman on Aug 16, 2016; 2:59am
URL: http://quantlib.414.s1.nabble.com/Quantlib-Python-Issue-with-CallabilitySchedule-with-CallableFixedRateBond-tp17646p17647.html

Hey Chad

I remember encountering a similar issue, and my fix seems to have gotten into V1.8:

https://github.com/lballabio/QuantLib-SWIG/pull/13

Can you try in version 1.8 instead of 1.6?

Goutham

On Mon, Aug 15, 2016 at 2:00 PM, Barber, Chad <[hidden email]> wrote:

I am using the pre-compiled Python version of Quantlib from the following website (QuantLib_Python-1.6.1-cp27-none-win_amd64.whl)

 

http://www.lfd.uci.edu/~gohlke/pythonlibs/#quantlib

 

When the code below is run it returns the following error:

 

TypeError: in method 'new_CallableFixedRateBond', argument 9 of type 'CallabilitySchedule const &':

 

 

schedule = Schedule(Date(25,January,2010), Date(1,February,2020), Period(Semiannual), TARGET(), 

                    ModifiedFollowing, ModifiedFollowing, DateGeneration.Backward, False)

call_dates = [ ql.Date(25,January,2016) ]

call_price = 100.0

callability_schedule = ql.CallabilitySchedule()

for call_date in call_dates:

   callability_price  = ql.CallabilityPrice(call_price, ql.CallabilityPrice.Clean)

   callability_schedule.append(ql.Callability(callability_price, ql.Callability.Call, call_date))

bond = ql.CallableFixedRateBond(3, 100.0, schedule, [0.0565], ql.Thirty360(), ql.ModifiedFollowing, 100.0,  ql.Date(25,January,2010), callability_schedule)

Does anyone know why this error is being raised?

 

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