[英]Quantlib-python No constructor defined
I am trying to instanciate the class Forward as below我正在尝试实例化 class Forward,如下所示
import QuantLib as ql
calculation_date = ql.Date().todaysDate()
ql.Settings.instance().evaluationDate = calculation_date
day_count = ql.Thirty360()
yield_ts_handle = ql.YieldTermStructureHandle(
ql.FlatForward(calculation_date, -30e-4, day_count)
)
dividend_ts_handle = ql.YieldTermStructureHandle(
ql.FlatForward(calculation_date, 25e-4, day_count)
)
fwd = ql.Forward(
ql.Date(16,5,2022),
ql.UnitedStates(),
ql.Following,
yield_ts_handle,
dividend_ts_handle,
False,
230,
0
)
Python console gives me this Python 控制台给我这个
fwd = ql.Forward()
Traceback (most recent call last):
File "<input>", line 1, in <module>
File "C:\Users\Loic\AppData\Local\Programs\Python\Python38-32\lib\site-packages\QuantLib\QuantLib.py", line 20974, in __init__
raise AttributeError("No constructor defined")
AttributeError: No constructor defined
Is this class transposed from C++ to python?这个class是不是从C++转成了python?
The Forward class you are using is an abstract class used to create the FixedRateBondForward and ForwardRateAgreement (FRA) classes.您使用的 Forward class 是一个抽象的 class,用于创建 FixedRateBondForward 和 ForwardRateAgreement (FRA) 类。
You should use one of these two.您应该使用这两者之一。
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