我复制了EONIA 曲线引导的示例。我试图将输入链接到 DepositRateHelper 类的相应关键字参数。我检查了文档中的关键字参数,结果如下
import QuantLib as ql
today = ql.Date(11, 12, 2012)
ql.Settings.instance().evaluationDate = today
helpers = [ ql.DepositRateHelper(rate = ql.QuoteHandle(ql.SimpleQuote(rate/100)),
tenor = ql.Period(1,ql.Days),
fixingDays = fixingDays,
calendar = ql.Germany(),
convention = ql.Following,
endOfMonth = False,
dayCounter = ql.Actual360()
)
for rate, fixingDays in [(0.04, 0), (0.04, 1), (0.04, 2)] ]
现在我得到一个 TypeError:
TypeError: __init__() got an unexpected keyword argument 'dayCounter'
如果跳过所有“关键字”,则代码可以正常工作。所以我的问题是,有没有办法了解所需的关键字,还是我在错误的地方搜索?
最好的丹尼尔