python - SwapRateHelper fails for swap with 4W frequency: "undecidable comparison between 4W and 1M" -
i using quantlib 1.7 in python.
i trying build swap curve mxn tiie swaps, vanilla fixed-float frequency of 4 weeks on both legs.
when call swapratehelper error message "undecidable comparison between 4w , 1m". there no reference 1m tenor anywhere on code... don't understand problem.
import quantlib ql tiie_index = ql.iborindex('tiie', ql.period('4w') , 1, ql.mxncurrency(), ql.nullcalendar(), ql.following, false, ql.actual360()) rate = 0.02 tenor = ql.period('12w') frequency = ql.everyfourthweek bdays_adj = ql.following day_count = ql.actual360() h = ql.swapratehelper(ql.quotehandle(ql.simplequote(rate)), tenor, ql.mexico(), frequency, bdays_adj, day_count, tiie_index)
it's bug fixed in version 1.7.1; see https://github.com/lballabio/quantlib/issues/28.
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