Merge pull request #1267.

Update obsolete call to `PiecewiseYieldCurve` constructor
lballabio · Dec 19, 2021 · 37c98ec · 37c98ec
2 parents 73e39d1 + d09f58a
commit 37c98ec
Showing 1 changed file with 3 additions and 2 deletions.
diff --git a/ql/models/marketmodels/historicalforwardratesanalysis.hpp b/ql/models/marketmodels/historicalforwardratesanalysis.hpp
@@ -125,14 +125,15 @@ namespace QuantLib {
 
         // Bootstrap the yield curve at the currentDate
         Natural settlementDays = 0;
+        typename PiecewiseYieldCurve<Traits, Interpolator>::bootstrap_type bootstrap(yieldCurveAccuracy);
         PiecewiseYieldCurve<Traits, Interpolator> yc(settlementDays,
                                                      cal,
                                                      rateHelpers,
                                                      yieldCurveDayCounter,
                                                      std::vector<Handle<Quote> >(),
                                                      std::vector<Date>(),
-                                                     yieldCurveAccuracy,
-                                                     i);
+                                                     i,
+                                                     bootstrap);
 
         // start with a valid business date
         Date currentDate = cal.advance(startDate, 1*Days, Following);