I had valued interest rate swaps of most of the currencies keeping my valuation date as 13th Sep 2019. But I faced a problem of 'RuntimeError: 2nd leg: more than one instrument with pillar December 18th, 2019'while valuing CAD.3M. Any suggestions to resolve this type of error or where to look in the Quantlib library.
This error occurs because you have multiple instrument maturities overlapping for a single zero tenor, so the bootstrapping procedure has an overdetermined number of solutions (likely with conflicting values) for a given zero rate. For example, if you use a 12x15 FRA and a 1y swap rate in curve construction. The correction in this example will be to use a 2y swap instead (so the curve will bootstrap the intervening zero rates implied from the 12x15 FRA and the 2y swap).