Hi I am trying to create a quantlib schedule using the below parameters. I suspect the error is due to me passing a class rather than a class method?
I have bought the python cookbook and looked at Read the Docs for quantlib - is there another resource that has python code examples? There seems to be a huge variety of variables / classes and function calls and I can't see the wood for the trees!
any help much appreciated @Luigi Ballabio
import quantlib as ql
issue_date = ql.Date(30,3,2021)
maturity_date = ql.Date(23,4,2028)
frequency = ql.Semiannual
calendar = ql.UnitedKingdom
bus_day_convention = ql.ModifiedFollowing
schedule = ql.Schedule(
issue_date,
maturity_date,
ql.Period(frequency),
calendar,
bus_day_convention,
bus_day_convention,
ql.DateGeneration.Backward,
False
)
Error message:
TypeError: Wrong number or type of arguments for overloaded function
Possible C/C++ prototypes are:
[...]
Schedule::Schedule(Date const &,Date const &,Period const &,Calendar const &,BusinessDayConvention,BusinessDayConvention,DateGeneration::Rule,bool)
Update - I replaced frequency with ql.Period(frequency) as the function signature looks to expect a ql.Period object. The error persists.
Calendars are classes, not enumerations. You need
calendar = ql.UnitedKingdom()