Quantlibpython未定义构造函数

Question

我正试图将这个类向前实例化，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控制台给了我这个

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

这个类是从C++转为Python吗？

Answer 1

您正在使用的Forward类是一个抽象类，用于创建FixedRateBondForward和ForwardRateAgreement（FRA）类

你应该使用这两种方法中的一种