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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.

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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).

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