code using crossccybasismtmresetswaphelper that works in 1.8.5 stopped working on 1.8.6 with swig:
TypeError: Wrong number or type of arguments for overloaded function 'new_CrossCcyBasisMtMResetSwapHelper'.
this code shows 3 still-working helpers and then this one not working. it runs on 1.8.5 without trouble (it doesnt calibrate -- but it doesnt swig-error). the class constructors have not changed so the issue is somewhere else.
n = 1
units = Years
the_val = 0.01
spot_days = 2
per_str = "6M"
the_quote = SimpleQuote(the_val)
the_quote_handle = QuoteHandle(the_quote)
per = Period(n, units)
usd_curve = RelinkableYieldTermStructureHandle()
ccy_curve = RelinkableYieldTermStructureHandle()
ccy_index = JPYLibor(Period(per_str), ccy_curve)
usd_index = USDLibor(Period(per_str), usd_curve)
ois_index = Sofr()
bdc = usd_index.businessDayConvention()
dcf = Actual360()
calendar = usd_index.fixingCalendar()
# these still work
FxSwapRateHelper(the_quote_handle, the_quote_handle, per, spot_days,
calendar, bdc, True, True, usd_curve, calendar)
OISRateHelper(spot_days, per, the_quote_handle, ois_index)
SwapRateHelper(the_quote_handle, per, calendar, Annual, bdc,
dcf, usd_index, QuoteHandle(), Period(0, Days),
usd_curve)
# this does not
CrossCcyBasisMtMResetSwapHelper(the_quote_handle, the_quote_handle, spot_days,
calendar, per, bdc, ccy_index, usd_index,
usd_curve, ccy_curve)
code using crossccybasismtmresetswaphelper that works in 1.8.5 stopped working on 1.8.6 with swig: TypeError: Wrong number or type of arguments for overloaded function 'new_CrossCcyBasisMtMResetSwapHelper'.
this code shows 3 still-working helpers and then this one not working. it runs on 1.8.5 without trouble (it doesnt calibrate -- but it doesnt swig-error). the class constructors have not changed so the issue is somewhere else.