Quantlib; how to use PiecewiseFlatForward - quantlib

Question

I am using the function PiecewiseFlatForward to build a curve and I am using it by setting settlementDate as an "absolute" starting date, like PiecewiseFlatForward(settlementDate, swapHelpers, Actual360()), so that the curve should be unaffected by a resetting of the Settings.instance().evaluationDate. If I change Settings.instance().evaluationDate to a date in the past with respect to the original settlementDate, the reference date of the curve stays the same, but I get an error when trying to retrieve the forward rates (unlike when using the ForwardCurve function). Here the code, where after resetting the evaluation to a past date the same forwardRate function does not work (RuntimeError: 1st iteration: failed at 1st alive instrument, pillar March 16th, 2020, maturity March 16th, 2020, reference date November 27th, 2019: 2nd leg: negative time (-0.2) given):
calendar = TARGET()
todaysDate = Date(25, November, 2019)
Settings.instance().evaluationDate = todaysDate
settlementDate = Date(27, November, 2019)
calendar = TARGET()
swaps = {
(6,Months): 0.028067,
(12,Months): 0.030768,
(18,Months): 0.029352,
(24,Months): 0.028648,
(30,Months): 0.028532,
(36,Months): 0.028480,
(42,Months): 0.028420,
(48,Months): 0.028394,
(54,Months): 0.028382,
(60,Months): 0.028387}
fixedLegFrequency = Semiannual
fixedLegDayCounter = Thirty360()
fixedLegAdjustment = Unadjusted
swapHelpers = [ SwapRateHelper(QuoteHandle(SimpleQuote(swaps[(n,unit)])),
Period(n,unit), calendar,
fixedLegFrequency, fixedLegAdjustment,
fixedLegDayCounter, USDLibor(Period(6,Months)))
for n, unit in swaps.keys() ]
depoSwapCurve = PiecewiseFlatForward(settlementDate, swapHelpers, Actual360())
dates = [ spot+Period(i*6,Months) for i in range(0, len(swaps)) ]
rates = [ depoSwapCurve.forwardRate(d, USDLibor(Period(6,Months)).maturityDate(d), Actual360(), Simple).rate()
for d in dates ]
print rates
Settings.instance().evaluationDate = Date(12, September, 2019)
rates2 = [ depoSwapCurve.forwardRate(d, USDLibor(Period(6,Months)).maturityDate(d), Actual360(), Simple).rate()
for d in dates ]
print rates2
Is there a way to use the .forwardRate function without having to care about the evaluation date when the function used to build the curve is the PiecewiseFlatForward?

Answer 1

Are you sure there's nothing missing in the code you posted?
After correcting for the error NameError: name 'spot' is not defined (because spot is not defined in your code) with:
spot = calendar.advance(todaysDate, 2, Days)
it seems to work fine...