QuantLib Python中评估日处于两个定盘日之间时浮息债定价遇'negative time given'错误求助及示例需求

我现在想用QuantLib在Python里给浮息债定价，目前遇到了卡壳的问题，情况如下：

我有两条收益率曲线：一条OIS零息曲线用来做贴现，一条3M Euribor零息曲线作为浮息的定盘曲线，评估日设为2019-11-25。我的3M Euribor曲线起始日是2020-02-27，一开始运行代码时，会提示缺少2019-08-26的定盘价，这个逻辑我能理解——毕竟评估日处于两个定盘日之间；但当我手动添加这个定盘价之后，又弹出了**"negative time given"**的错误。

有没有大佬能给个可行的示例，演示当评估日处于两个定盘日之间时，怎么用IBOR类的定盘曲线+贴现零息曲线来给浮息债定价呀？

以下是我目前的代码：

import Quantlib as ql
import numpy as np

dates_ois = [ql.Date(25,11,2019), ...]
rates_ois = [-0.0045, ...]
dates_3M = [ql.Date(27,2,2020), ...]
rates_3M = [-0.004, ...]

reference_date = ql.Date(25,11,2019)

calendar=ql.TARGET()
dcc_ois = ql.Acutal360()
dcc_3M = ql.Actual360()
interpolation = ql.Linear()
compounding = ql.Compounded
frequency = ql.Annual

curve_ois = ql.ZeroCurve(dates_ois, rates_ois, dcc_ois, calendar, 
                         interpolation, compounding, frequency)
curve_ois_handle = ql.YieldTermStructureHandle(curve_ois)
curve_3M = ql.ZeroCurve(dates_3M, rates_3M, dcc_3M, calendar,
                       interpolation, compounding, frequency)
curve_3M_handle = ql.YieldTermStructureHandle(curve_3M)

nominal = 100
issue_date = ql.Date(28,5,2019)
maturity = ql.Date(5,1,2027)
tenor = ql.Period('3M')
end_of_month = False
 
schedule = ql.Schedule(issue_date, maturity, tenor, calendar, 
                       ql.ModifiedFollowing, ql.ModifiedFollowing,
                       ql.DateGeneration.Forward, end_of_month)
settlement_days = 0
euribor3M = ql.Euribor3M(curve_3M_handle)
dcc_bond = ql.Actual360()

floater = ql.FloatingRateBond(settlement_days, nominal, schedule,
                              euribor3M, dcc_bond)
pricing_engine = ql.DiscoundingBondEngine(curve_ois_handle)
floater.setPricingEngine(pricing_engine)
print(floater.NPV())

遇到的两次错误： #

• 未添加手动定盘价时：提示 Missing Euribor3M Actual/360 fixing for August 26th, 2019
• 添加以下定盘价代码后：

fixing_date = ql.Date(26,8,2019)
fixing_value = -0.004
euribor3M.addFixing(fixing_date, fixing_value)

弹出错误：negative time given (-0.252778)

备注：内容来源于stack exchange，提问作者Maria Reinhardt