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Euribor positional arguments errors for cds.py and swap.py #76
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@arthurcolle thanks for reporting the issue. There is an easy fix for this bug. We should expose the empty constructor from the Euribor class ( see ql/indexes/_euribor.pxd). I'll see if I can find a minute to fix it. If you want to give it a try, let me know. |
Yes I am free to try at your leisure! I just ran a 'git pull origin master' and the master branch was already up to date so just let me know and I'll try again whenever. Thanks for the prompt response |
There is some work on the fix/bug_76 branch but it revealed some other issue with swap.py example (wrong usage of relinkable handles). I'll try to fix that as soon as possible. |
@arthurcolle if you want to give a shot at #77 that would be great. |
Here is output when I run it. I totally rebuilt this repo from scratch btw, in its own venv, so lmk if you think I'm doing something wrong.
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Something happened in your compilation step. Are you sure you're on the What platform do you use? This is the output of the swap.py example for me with the fix in place:
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Hi, I just started using QuantLib so maybe its a stretch to try and help improve pyql but I found some errors and wanted some help getting them resolved if thats possible :)
In the cds.py example, this code snippet fails because of the Euribor6M() call, which my compiler is telling me takes in one argument, and looking at euribor.pyx, I see that it takes in a variable called Euribor but what does that correspond to?
swapHelpers = [ SwapRateHelper.from_tenor(swaps[(n,unit)], Period(n,unit), calendar, fixedLegFrequency, fixedLegAdjustment, fixedLegDayCounter, Euribor6M()) for n, unit in swaps.keys() ]
Similarly, the swap.py example fails for the same reason. Am I missing something? Thanks for any help, much appreciated.
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