use new templated PiecewiseYieldCurve

1 files changed, 5 insertions, 3 deletions

diff --git a/pyisda/utils.py b/pyisda/utils.py
index 4e3b024..2e035cd 100644
--- a/pyisda/utils.py
+++ b/pyisda/utils.py
@@ -7,18 +7,20 @@ from quantlib.time.api import (
     Months,
     ModifiedFollowing,
     Actual360,
+    Annual,
     Semiannual,
     Thirty360,
     Actual365Fixed,
 )
 from quantlib.indexes.ibor_index import IborIndex
 from quantlib.currency.api import USDCurrency, EURCurrency
-from quantlib.indexes.ibor_index import IborIndex
 from quantlib.termstructures.yields.api import (
+    BootstrapTrait,
     PiecewiseYieldCurve,
     DepositRateHelper,
     SwapRateHelper,
 )
+from quantlib.math.interpolation import LogLinear
 import numpy as np
 import datetime
 import requests
@@ -117,8 +119,8 @@ def rate_helpers(currency="USD", MarkitData=None):
 def YC(currency="USD", helpers=None, MarkitData=None):
     if helpers is None:
         helpers = rate_helpers(currency, MarkitData)
-    curve = PiecewiseYieldCurve(0, 1, 0, WeekendsOnly(), helpers, Actual365Fixed())
-    return curve
+    return PiecewiseYieldCurve[BootstrapTrait.Discount, LogLinear](
+        0, WeekendsOnly(), helpers, Actual365Fixed())
 
 
 def build_yc(trade_date, ql_curve=False):