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Suppose we have had constructed an index for forecasting future interests of a floating bond, and as suggested by the official document, I used addFixing method to set a past fixing for the current coupon. What I confused was when I reset the addFixing value the program returned an error which says "At least one duplicated fixing provided: ..." . To solve this problem, I backed to check the source code and api doc, and found that there is a parameter called forceOverwrite which seems to be what I need, but when I changed the default value to True, the program told me that "addFixing() got an unexpected keyword argument 'forceOverwrite'". So, is it a bug in QuantLib-Python? If not, what should I do to change the value after having calling addFixing once. Thanks!

flat_forward = FlatForward(Date(8, 5, 2017), 0.04, Actual360(), Compounded, Quarterly)
term_structure = RelinkableYieldTermStructureHandle(flat_forward)
index = USDLibor(Period(3, Months), term_structure)
index.addFixing(Date(24, 3, 2017), 0.03)  # how to change 0.03 to 0.05

enter image description here

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The parameter is not exposed to Python in the current release. It will in the next (see https://github.com/lballabio/QuantLib-SWIG/pull/125, which was merged in the master branch one month ago). If you don't want to wait, you can check out the latest version of the code from GitHub.

A note: the parameter will be exposed, but due to the machinery used by SWIG to generate wrappers you probably won't be able to pass it as a keyword argument. Instead of forceOverwrite=True, just pass True.

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  • $\begingroup$ Thanks very much, @Luigi Ballabio. Looking forward to the release of the next version . $\endgroup$ – Fitz_Hoo Sep 4 '18 at 2:33

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