Quantlib RiskFreeCurve

Следуя этому документу о переносе python QL программу на C++, пробую:

auto cp = 'C';
auto k = 100.0;
auto u = make_shared<SimpleQuote>(100.0);
auto r = make_shared<SimpleQuote>(0.01);
auto sigma = make_shared<SimpleQuote>(0.20);
auto t = calendar.businessDaysBetween(d1, expiry) / cDays;

auto exercise = EuropeanExercise(expiry);
auto payoff = ('C' == cp ? PlainVanillaPayoff(Option::Call, k) :
                             PlainVanillaPayoff(Option::Put, k));

auto european_option = EuropeanOption(
    boost::make_shared<PlainVanillaPayoff>(payoff),
    boost::make_shared<EuropeanExercise>(exercise));

auto riskFreeCurve =
    make_shared<FlatForward>(0, TARGET(), Handle<Quote>(r), Actual360());

Я получаю следующую ошибку:

qldate.cpp:49:58: error: no matching function for call to \u2018QuantLib::Handle<QuantLib::Quote>::Handle(std::shared_ptr<QuantLib::SimpleQuote>&)\u2019
     make_shared<FlatForward>(0, TARGET(), Handle<Quote>(r), Actual360());