I want to calculate yield of bond having market price and coupons. I try to replicate C++ from (https://mhittesdorf.wordpress.com/2013/03/03/introducing-quantlib-internal-rate-of-return/) in Python but without success. How to use "bisection" solver in quantlib-python?
solver = ql.Bisection() solver_max = 0.5 solver_min = 0.1 solver_maxEvaluations = 1000 solution = solver.solve(?, solver_maxEvaluations, solver_min, solver_max)
NotImplementedError: Wrong number or type of arguments for overloaded function 'Bisection_solve'.
Possible C/C++ prototypes are:
What is the "PyObject*" in this case?