From fbe778e3964b80517d1c442d3ca9d19c38e88a37 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Fri, 17 Sep 2021 14:32:26 -0400
Subject: use new templated PiecewiseYieldCurve

---
 pyisda/utils.py | 8 +++++---
 1 file 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):
-- 
cgit v1.2.3-70-g09d2