Export makeQuoteHandle convenience function

Python/examples/bermudan-swaption.py

@@ -78,7 +78,7 @@ def calibrate(model, helpers, l, name):
 
 # This is a flat yield term structure implying a 1x5 swap at 5%.
 
-rate = ql.QuoteHandle(ql.SimpleQuote(0.04875825))
+rate = ql.makeQuoteHandle(0.04875825)
 termStructure = ql.YieldTermStructureHandle(ql.FlatForward(settlementDate, rate, ql.Actual365Fixed()))
 
 # Define the ATM/OTM/ITM swaps:
@@ -151,7 +151,7 @@ def calibrate(model, helpers, l, name):
     ql.SwaptionHelper(
         maturity,
         length,
-        ql.QuoteHandle(ql.SimpleQuote(vol)),
+        ql.makeQuoteHandle(vol),
         index,
         index.tenor(),
         index.dayCounter(),

Python/examples/bonds.py

@@ -63,7 +63,7 @@
 
 zcHelpers = [
     ql.DepositRateHelper(
-        ql.QuoteHandle(ql.SimpleQuote(r)), tenor, fixingDays, calendar, ql.ModifiedFollowing, True, zcBondsDayCounter
+        ql.makeQuoteHandle(r), tenor, fixingDays, calendar, ql.ModifiedFollowing, True, zcBondsDayCounter
     )
     for (r, tenor) in zcQuotes
 ]
@@ -98,7 +98,7 @@
     )
     bondsHelpers.append(
         ql.FixedRateBondHelper(
-            ql.QuoteHandle(ql.SimpleQuote(marketQuote)),
+            ql.makeQuoteHandle(marketQuote),
             settlementDays,
             100.0,
             schedule,
@@ -139,7 +139,7 @@
 depositDayCounter = ql.Actual360()
 depositHelpers = [
     ql.DepositRateHelper(
-        ql.QuoteHandle(ql.SimpleQuote(rate)), tenor, fixingDays, calendar, ql.ModifiedFollowing, True, depositDayCounter
+        ql.makeQuoteHandle(rate), tenor, fixingDays, calendar, ql.ModifiedFollowing, True, depositDayCounter
     )
     for rate, tenor in dQuotes
 ]
@@ -151,7 +151,7 @@
 forwardStart = ql.Period(1, ql.Days)
 swapHelpers = [
     ql.SwapRateHelper(
-        ql.QuoteHandle(ql.SimpleQuote(rate)),
+        ql.makeQuoteHandle(rate),
         tenor,
         calendar,
         swFixedLegFrequency,

Python/examples/capsfloors.py

@@ -65,7 +65,7 @@
 
 strike = 0.02
 cap = ql.Cap(ibor_leg, [strike])
-vols = ql.QuoteHandle(ql.SimpleQuote(0.547295))
+vols = ql.makeQuoteHandle(0.547295)
 engine = ql.BlackCapFloorEngine(ts_handle, vols)
 cap.setPricingEngine(engine)
 print("Value of Caps given constant volatility:", cap.NPV())

Python/examples/cds.py

@@ -50,7 +50,7 @@
 
 instruments = [
     ql.SpreadCdsHelper(
-        ql.QuoteHandle(ql.SimpleQuote(s)),
+        ql.makeQuoteHandle(s),
         tenor,
         0,
         calendar,

Python/examples/gaussian1d-models.py

@@ -104,9 +104,9 @@ def calibration_data(basket, volatilities):
 # For the volatility we assume a flat swaption volatility at 20%.
 
 # %%
-forward6mQuote = ql.QuoteHandle(ql.SimpleQuote(0.025))
-oisQuote = ql.QuoteHandle(ql.SimpleQuote(0.02))
-volQuote = ql.QuoteHandle(ql.SimpleQuote(0.2))
+forward6mQuote = ql.makeQuoteHandle(0.025)
+oisQuote = ql.makeQuoteHandle(0.02)
+volQuote = ql.makeQuoteHandle(0.2)
 
 # %%
 dc = ql.Actual365Fixed()
@@ -172,8 +172,8 @@ def calibration_data(basket, volatilities):
 
 # %%
 stepDates = exerciseDates[:-1]
-sigmas = [ql.QuoteHandle(ql.SimpleQuote(0.01)) for x in range(1, 10)]
-reversion = [ql.QuoteHandle(ql.SimpleQuote(0.01))]
+sigmas = [ql.makeQuoteHandle(0.01) for x in range(1, 10)]
+reversion = [ql.makeQuoteHandle(0.01)]
 
 # %% [markdown]
 # The model's curve is set to the 6m forward curve. Note that the model adapts automatically to other curves where appropriate (e.g. if an index requires a different forwarding curve) or where explicitly specified (e.g. in a swaption pricing engine).
@@ -182,7 +182,7 @@ def calibration_data(basket, volatilities):
 gsr = ql.Gsr(t0_curve, stepDates, sigmas, reversion)
 swaptionEngine = ql.Gaussian1dSwaptionEngine(gsr, 64, 7.0, True, False, t0_Ois)
 nonstandardSwaptionEngine = ql.Gaussian1dNonstandardSwaptionEngine(
-    gsr, 64, 7.0, True, False, ql.QuoteHandle(ql.SimpleQuote(0)), t0_Ois)
+    gsr, 64, 7.0, True, False, ql.makeQuoteHandle(0.0), t0_Ois)
 
 # %%
 swaption.setPricingEngine(nonstandardSwaptionEngine)
@@ -370,7 +370,7 @@ def calibration_data(basket, volatilities):
 # %%
 swaption4 = ql.FloatFloatSwaption(underlying4, exercise)
 floatSwaptionEngine = ql.Gaussian1dFloatFloatSwaptionEngine(
-    gsr, 64, 7.0, True, False, ql.QuoteHandle(ql.SimpleQuote(0)), t0_Ois, True)
+    gsr, 64, 7.0, True, False, ql.makeQuoteHandle(0.0), t0_Ois, True)
 swaption4.setPricingEngine(floatSwaptionEngine)
 
 # %% [markdown]
@@ -379,7 +379,7 @@ def calibration_data(basket, volatilities):
 # %%
 leg0 = underlying4.leg(0)
 leg1 = underlying4.leg(1)
-reversionQuote = ql.QuoteHandle(ql.SimpleQuote(0.01))
+reversionQuote = ql.makeQuoteHandle(0.01)
 swaptionVolHandle = ql.SwaptionVolatilityStructureHandle(swaptionVol)
 cmsPricer = ql.LinearTsrPricer(swaptionVolHandle, reversionQuote)
 iborPricer = ql.BlackIborCouponPricer()
@@ -445,7 +445,7 @@ def calibration_data(basket, volatilities):
 
 # %%
 floatEngineMarkov = ql.Gaussian1dFloatFloatSwaptionEngine(
-    markov, 16, 7.0, True, False, ql.QuoteHandle(ql.SimpleQuote(0)), t0_Ois, True)
+    markov, 16, 7.0, True, False, ql.makeQuoteHandle(0.0), t0_Ois, True)
 
 # %% [markdown]
 # The option npv is the markov model is:

Python/examples/isda-engine.py

@@ -142,7 +142,7 @@
 
             probabilityCurve.linkTo(
                 ql.FlatHazardRate(0,ql.WeekendsOnly(),
-                                  ql.QuoteHandle(ql.SimpleQuote(h)),
+                                  ql.makeQuoteHandle(h),
                                   ql.Actual365Fixed()))
 
             engine = ql.IsdaCdsEngine(probabilityCurve,recovery,discountCurve)

Python/examples/slv.py

@@ -62,7 +62,7 @@
 dc = ql.Actual365Fixed()
 
 spot = 100
-underlying = ql.QuoteHandle(ql.SimpleQuote(spot))
+underlying = ql.makeQuoteHandle(spot)
 
 riskFreeRate = ql.YieldTermStructureHandle(ql.FlatForward(settlementDate, 0.05, dc))
 dividendYield = ql.YieldTermStructureHandle(ql.FlatForward(settlementDate, 0.025, dc))

Python/examples/swap.py

@@ -129,7 +129,7 @@
         ql.ModifiedFollowing,
         True,
         dayCounter,
-        ql.QuoteHandle(ql.SimpleQuote(0.0)),
+        ql.makeQuoteHandle(0.0),
     )
     for d in futures.keys()
 ]

Python/test/test_americanquantooption.py

@@ -57,7 +57,7 @@ def testAmericanBSQuantoOption(self):
         volTS = ql.BlackConstantVol(self.today, ql.TARGET(), 0.3, self.dc)
 
         bsmProcess = ql.BlackScholesMertonProcess(
-            ql.QuoteHandle(ql.SimpleQuote(100)),
+            ql.makeQuoteHandle(100),
             ql.YieldTermStructureHandle(self.divYieldTS),
             ql.YieldTermStructureHandle(self.domesticTS),
             ql.BlackVolTermStructureHandle(volTS))
@@ -81,7 +81,7 @@ def testAmericanHestonQuantoOption(self):
             ql.HestonProcess(
                 ql.YieldTermStructureHandle(self.domesticTS),
                 ql.YieldTermStructureHandle(self.divYieldTS),
-                ql.QuoteHandle(ql.SimpleQuote(100)),
+                ql.makeQuoteHandle(100),
                 0.09, 1.0, 0.09, 1e-4, 0.0))
 
         fdmHestonVanillaEngine = ql.FdHestonVanillaEngine(

Python/test/test_assetswap.py

@@ -52,7 +52,7 @@ def setUp(self):
         self.swaptionVolatilityStructure = ql.SwaptionVolatilityStructureHandle(
             ql.ConstantSwaptionVolatility(self.today, ql.NullCalendar(), ql.Following, 0.2, ql.Actual365Fixed())
         )
-        self.meanReversionQuote = ql.QuoteHandle(ql.SimpleQuote(0.01))
+        self.meanReversionQuote = ql.makeQuoteHandle(0.01)
         self.cmspricer = ql.AnalyticHaganPricer(
             self.swaptionVolatilityStructure, ql.GFunctionFactory.Standard, self.meanReversionQuote
         )

Python/test/test_capfloor.py

@@ -66,7 +66,7 @@ def setUp(self):
         self.cap = ql.Cap(self.ibor_leg, [self.strike])
         self.cap_npv = 8.54
 
-        self.black_vol = ql.QuoteHandle(ql.SimpleQuote(0.6))
+        self.black_vol = ql.makeQuoteHandle(0.6)
 
     def tearDown(self):
         ql.Settings.instance().evaluationDate = ql.Date()
@@ -94,8 +94,7 @@ def testBachelierCapFloorEngine(self):
 
         bpvol = self.black_vol.value() * self.flat_forward_rate
         bachelier_engine = ql.BachelierCapFloorEngine(self.term_structure_handle,
-                                                      ql.QuoteHandle(
-                                                         ql.SimpleQuote(bpvol)))
+                                                      ql.makeQuoteHandle(bpvol))
 
         self.cap.setPricingEngine(bachelier_engine)
 

Python/test/test_cms.py

@@ -27,7 +27,7 @@ def setUp(self):
         ql.Settings.instance().evaluationDate = self.referenceDate
         self.termStructure = ql.RelinkableYieldTermStructureHandle()
         self.termStructure.linkTo(
-            ql.FlatForward(self.referenceDate, ql.QuoteHandle(ql.SimpleQuote(0.05)), ql.Actual365Fixed())
+            ql.FlatForward(self.referenceDate, ql.makeQuoteHandle(0.05), ql.Actual365Fixed())
         )
         self.yieldCurveModels = []
         self.numericalPricers = []
@@ -95,7 +95,7 @@ def setUp(self):
         for i in range(self.nRows):
             self.volSpreadsRow = []
             for j in range(self.nCols):
-                self.volSpreadsRow.append(ql.QuoteHandle(ql.SimpleQuote(self.volSpreadsMatrix[i][j])))
+                self.volSpreadsRow.append(ql.makeQuoteHandle(self.volSpreadsMatrix[i][j]))
             self.volSpreads.append(self.volSpreadsRow)
 
         self.iborIndex = ql.Euribor6M(self.termStructure)
@@ -133,7 +133,7 @@ def setUp(self):
         for i in range(self.nRows):
             self.guessRow = []
             for j in range(4):
-                self.guessRow.append(ql.QuoteHandle(ql.SimpleQuote(self.guessMatrix[i][j])))
+                self.guessRow.append(ql.makeQuoteHandle(self.guessMatrix[i][j]))
             self.guess.append(self.guessRow)
 
         self.isParameterFixed = [False, True, False, False]
@@ -164,7 +164,7 @@ def setUp(self):
             ql.GFunctionFactory.NonParallelShifts,
         ]
 
-        self.zeroMeanRev = ql.QuoteHandle(ql.SimpleQuote(0.0))
+        self.zeroMeanRev = ql.makeQuoteHandle(0.0)
 
         self.numericalPricers = {}
         self.analyticPricers = {}

Python/test/test_coupons.py

@@ -31,7 +31,7 @@
 
 def flat_rate(rate):
     return ql.FlatForward(
-        2, CAL, ql.QuoteHandle(ql.SimpleQuote(rate)), ql.Actual365Fixed())
+        2, CAL, ql.makeQuoteHandle(rate), ql.Actual365Fixed())
 
 
 def create_ibor_leg(ibor_idx, start, end, payment_lag=0):

Python/test/test_equityindex.py

@@ -28,7 +28,7 @@
 
 def flat_rate(rate):
     return ql.FlatForward(
-        2, CAL, ql.QuoteHandle(ql.SimpleQuote(rate)), DCT)
+        2, CAL, ql.makeQuoteHandle(rate), DCT)
 
 
 class EquityIndexTest(unittest.TestCase):
@@ -37,7 +37,7 @@ def setUp(self):
 
         self.interest_handle = ql.YieldTermStructureHandle(flat_rate(0.03))
         self.dividend_handle = ql.YieldTermStructureHandle(flat_rate(0.01))
-        spot_handle = ql.QuoteHandle(ql.SimpleQuote(8690.0))
+        spot_handle = ql.makeQuoteHandle(8690.0)
 
         ql.IndexManager.instance().clearHistory("eq_idx")
         self.equity_idx = ql.EquityIndex(

Python/test/test_fdm.py

@@ -373,7 +373,7 @@ def testAmericanOptionPricing(self):
 
         exercise = ql.AmericanExercise(todaysDate, maturityDate)
 
-        spot = ql.QuoteHandle(ql.SimpleQuote(100.0))
+        spot = ql.makeQuoteHandle(100.0)
         volatility = ql.BlackConstantVol(todaysDate, ql.TARGET(), 0.20, dc)
 
         process = ql.BlackScholesMertonProcess(
@@ -522,7 +522,7 @@ def testBSMRNDCalculator(self):
         s0  = 100
 
         process = ql.BlackScholesMertonProcess(
-            ql.QuoteHandle(ql.SimpleQuote(s0)),
+            ql.makeQuoteHandle(s0),
             ql.YieldTermStructureHandle(
                 ql.FlatForward(todaysDate, q, dc)),
             ql.YieldTermStructureHandle(

Python/test/test_inflation.py

@@ -65,7 +65,7 @@ def create_inflation_swap_helper(
         business_day_convention=BDC,
         day_counter=DAY_COUNTER):
     maturity = CAL.advance(reference_date, inflation_data[0])
-    quote = ql.QuoteHandle(ql.SimpleQuote(inflation_data[1]))
+    quote = ql.makeQuoteHandle(inflation_data[1])
     return ql.ZeroCouponInflationSwapHelper(
         quote,
         observation_lag,

Python/test/test_options.py

@@ -41,7 +41,7 @@ def testFdHestonHullWhite(self):
         a = 0.00883
         sig = 0.00631
 
-        underlying = ql.QuoteHandle(ql.SimpleQuote(s0))
+        underlying = ql.makeQuoteHandle(s0)
 
         option = ql.VanillaOption(
             ql.PlainVanillaPayoff(ql.Option.Call, s0),
@@ -86,7 +86,7 @@ def testAnalyticHestonHullWhite(self):
         expected = 40.028973
 
         s0 = 100
-        underlying = ql.QuoteHandle(ql.SimpleQuote(s0))
+        underlying = ql.makeQuoteHandle(s0)
 
         hull_white_model = ql.HullWhite(r, a, sig)
         heston_model = ql.HestonModel(

Python/test/test_ratehelpers.py

@@ -29,7 +29,7 @@ def setUp(self):
         self.settlement_days = 3
         self.face_amount = 100.0
         self.redemption = 100.0
-        self.quote_handle = ql.QuoteHandle(ql.SimpleQuote(100.0))
+        self.quote_handle = ql.makeQuoteHandle(100.0)
 
         self.issue_date = ql.Date(2, 1, 2008)
         self.maturity_date = ql.Date(2, 1, 2018)
@@ -339,7 +339,7 @@ def build_pln_fx_swap_curve(self, base_ccy_yts, fx_swaps, fx_spot):
 
         fxSwapHelpers = [
             ql.FxSwapRateHelper(
-                ql.QuoteHandle(ql.SimpleQuote(fx_swaps[(n, unit)])),
+                ql.makeQuoteHandle(fx_swaps[(n, unit)]),
                 ql.QuoteHandle(spotFx),
                 ql.Period(n, unit),
                 spot_date_lag,
@@ -482,8 +482,8 @@ def testFxMarketConventionsForCrossRateONPeriod(self):
         # Settlement should be on a day where all three centers are operating
         #  and follow EndOfMonth rule
         on_rate_helper = ql.FxSwapRateHelper(
-            ql.QuoteHandle(ql.SimpleQuote(fwd_points)),
-            ql.QuoteHandle(ql.SimpleQuote(self.fx_spot_quote_EURPLN)),
+            ql.makeQuoteHandle(fwd_points),
+            ql.makeQuoteHandle(self.fx_spot_quote_EURPLN),
             on_period,
             fixing_days,
             joint_calendar,
@@ -546,8 +546,8 @@ def testFxMarketConventionsForDatesInEURUSD_ON_Period(self):
         trading_calendar = ql.UnitedStates(ql.UnitedStates.GovernmentBond)
 
         on_rate_helper = ql.FxSwapRateHelper(
-            ql.QuoteHandle(ql.SimpleQuote(fwd_points)),
-            ql.QuoteHandle(ql.SimpleQuote(self.fx_spot_quote_EURUSD)),
+            ql.makeQuoteHandle(fwd_points),
+            ql.makeQuoteHandle(self.fx_spot_quote_EURUSD),
             on_period,
             fixing_days,
             calendar,
@@ -586,8 +586,8 @@ def testFxMarketConventionsForDatesInEURUSD_ShortEnd(self):
         trading_calendar = ql.UnitedStates(ql.UnitedStates.GovernmentBond)
 
         rate_helper = ql.FxSwapRateHelper(
-            ql.QuoteHandle(ql.SimpleQuote(fwd_points)),
-            ql.QuoteHandle(ql.SimpleQuote(self.fx_spot_quote_EURUSD)),
+            ql.makeQuoteHandle(fwd_points),
+            ql.makeQuoteHandle(self.fx_spot_quote_EURUSD),
             period,
             fixing_days,
             calendar,
@@ -606,7 +606,7 @@ def tearDown(self):
 
 def flat_rate(rate):
     return ql.FlatForward(
-        0, ql.NullCalendar(), ql.QuoteHandle(ql.SimpleQuote(rate)), ql.Actual365Fixed())
+        0, ql.NullCalendar(), ql.makeQuoteHandle(rate), ql.Actual365Fixed())
 
 
 class CrossCurrencyBasisSwapRateHelperTest(unittest.TestCase):
@@ -649,7 +649,7 @@ def buildRateHelper(
             is_fx_base_ccy_collateral_ccy,
             is_basis_on_fx_base_ccy_leg):
         tenor, rate = quote_tuple
-        quote_handle = ql.QuoteHandle(ql.SimpleQuote(rate * self.basis_point))
+        quote_handle = ql.makeQuoteHandle(rate * self.basis_point)
         return ql.ConstNotionalCrossCurrencyBasisSwapRateHelper(
             quote_handle,
             tenor,

Python/test/test_slv.py

@@ -28,7 +28,7 @@ def setUp(self):
         self.dc = ql.Actual365Fixed()
         self.riskFreeRate = ql.YieldTermStructureHandle(ql.FlatForward(self.settlementDate, 0.05, self.dc))
         self.dividendYield = ql.YieldTermStructureHandle(ql.FlatForward(self.settlementDate, 0.025, self.dc))
-        self.underlying = ql.QuoteHandle(ql.SimpleQuote(100.0))
+        self.underlying = ql.makeQuoteHandle(100.0)
 
     def tearDown(self):
         ql.Settings.instance().evaluationDate = ql.Date()