diff --git a/quantlib/indexes/_inflation_index.pxd b/quantlib/indexes/_inflation_index.pxd
index 1c487e103..1200e69d2 100644
--- a/quantlib/indexes/_inflation_index.pxd
+++ b/quantlib/indexes/_inflation_index.pxd
@@ -23,7 +23,6 @@ cdef extern from 'ql/indexes/inflationindex.hpp' namespace 'QuantLib' nogil:
 
     cdef cppclass CPI:
         enum InterpolationType:
-            AsIndex
             Flat
             Linear
 
diff --git a/quantlib/indexes/inflation_index.pxd b/quantlib/indexes/inflation_index.pxd
index 98becdbb0..b4e1ae079 100644
--- a/quantlib/indexes/inflation_index.pxd
+++ b/quantlib/indexes/inflation_index.pxd
@@ -2,7 +2,6 @@ from quantlib.index cimport Index
 
 cdef extern from "ql/indexes/inflationindex.hpp" namespace "QuantLib::CPI" nogil:
     cpdef enum InterpolationType "QuantLib::CPI::InterpolationType":
-        AsIndex
         Flat
         Linear
 
diff --git a/quantlib/instruments/bonds/_cpibond.pxd b/quantlib/instruments/bonds/_cpibond.pxd
index 16bb89a5a..eb532f261 100644
--- a/quantlib/instruments/bonds/_cpibond.pxd
+++ b/quantlib/instruments/bonds/_cpibond.pxd
@@ -1,5 +1,4 @@
 from quantlib.types cimport Natural, Rate, Real
-from libcpp cimport bool
 from libcpp.vector cimport vector
 from .._bond cimport Bond
 
@@ -10,19 +9,16 @@ from quantlib.time._daycounter cimport DayCounter
 from quantlib.time._period cimport Period
 from quantlib.time._schedule cimport Schedule
 from quantlib.ext cimport shared_ptr
-from quantlib.indexes._inflation_index cimport ZeroInflationIndex
-
-from .cpibond cimport InterpolationType
+from quantlib.indexes._inflation_index cimport ZeroInflationIndex, CPI 
 
 cdef extern from 'ql/instruments/bonds/cpibond.hpp' namespace 'QuantLib' nogil:
     cdef cppclass CPIBond(Bond):
         CPIBond(Natural settlementDays,
                 Real faceAmount,
-                bool growthOnly,
                 Real baseCPI,
                 const Period& observationLag,
                 shared_ptr[ZeroInflationIndex]& cpiIndex,
-                InterpolationType observationInterpolation,
+                CPI.InterpolationType observationInterpolation,
                 const Schedule& schedule,
                 vector[Rate]& coupons,
                 const DayCounter& accrualDayCounter,
diff --git a/quantlib/instruments/bonds/cpibond.pxd b/quantlib/instruments/bonds/cpibond.pxd
index a99781f11..2b0e7dcac 100644
--- a/quantlib/instruments/bonds/cpibond.pxd
+++ b/quantlib/instruments/bonds/cpibond.pxd
@@ -1,10 +1,4 @@
 from ..bond cimport Bond
 
-cdef extern from 'ql/cashflows/cpicoupon.hpp' namespace 'QuantLib::CPI':
-    cpdef enum InterpolationType:
-        AsIndex
-        Flat
-        Linear
-
 cdef class CPIBond(Bond):
     pass
diff --git a/quantlib/instruments/bonds/cpibond.pyx b/quantlib/instruments/bonds/cpibond.pyx
index 24f97100f..98a954bc0 100644
--- a/quantlib/instruments/bonds/cpibond.pyx
+++ b/quantlib/instruments/bonds/cpibond.pyx
@@ -1,12 +1,11 @@
 from cython.operator cimport dereference as deref
 from quantlib.types cimport Natural, Rate, Real
-from libcpp cimport bool
 from libcpp.vector cimport vector
 from . cimport _cpibond
 
 from quantlib.ext cimport static_pointer_cast
 cimport quantlib.indexes._inflation_index as _inf
-from quantlib.indexes.inflation_index cimport ZeroInflationIndex
+from quantlib.indexes.inflation_index cimport InterpolationType, ZeroInflationIndex
 from quantlib.time.businessdayconvention cimport BusinessDayConvention, Following, Unadjusted
 from quantlib.time.calendar cimport Calendar
 from quantlib.time.schedule cimport Schedule
@@ -15,7 +14,7 @@ from quantlib.time.daycounter cimport DayCounter
 
 cdef class CPIBond(Bond):
     """ CPI bond """
-    def __init__(self, Natural settlement_days, Real face_amount, bool growth_only,
+    def __init__(self, Natural settlement_days, Real face_amount,
                  Real baseCPI, Period observation_lag not None,
                  ZeroInflationIndex cpi_index not None,
                  InterpolationType observation_interpolation,
@@ -29,7 +28,7 @@ cdef class CPIBond(Bond):
 
         self._thisptr.reset(
             new _cpibond.CPIBond(
-                settlement_days, face_amount, growth_only, baseCPI,
+                settlement_days, face_amount, baseCPI,
                 deref(observation_lag._thisptr),
                 static_pointer_cast[_inf.ZeroInflationIndex](
                     cpi_index._thisptr),
diff --git a/quantlib/instruments/swap.pyx b/quantlib/instruments/swap.pyx
index 1905984de..2907bf9ac 100644
--- a/quantlib/instruments/swap.pyx
+++ b/quantlib/instruments/swap.pyx
@@ -101,7 +101,7 @@ cdef class Swap(Instrument):
         """The discount factor at the NPV date."""
         return get_swap(self).npvDateDiscount()
 
-    def leg(self, int i):
+    def leg(self, Size i):
         """The i-th leg of the swap.
 
         Parameters
@@ -117,7 +117,7 @@ cdef class Swap(Instrument):
             raise IndexError(f"leg #{i} doesn't exist")
         return leg
 
-    def __getitem__(self, int i):
+    def __getitem__(self, Size i):
         """The i-th leg of the swap."""
         cdef Leg leg = Leg.__new__(Leg)
         cdef _swap.Swap* swap = <_swap.Swap*>self._thisptr.get()
diff --git a/quantlib/math/matrix.pyx b/quantlib/math/matrix.pyx
index 91ce13d5b..19cc2c1b9 100644
--- a/quantlib/math/matrix.pyx
+++ b/quantlib/math/matrix.pyx
@@ -30,7 +30,7 @@ cdef class Matrix:
         dims[1] = self._thisptr.columns()
         cdef arr = np.PyArray_SimpleNew(2, &dims[0], np.NPY_DOUBLE)
         cdef double[:,::1] r = arr
-        cdef size_t i, j
+        cdef np.npy_intp i, j
         for i in range(dims[0]):
             for j in range(dims[1]):
                 r[i,j] = self._thisptr[i][j]
diff --git a/quantlib/pricingengines/bond/_bondfunctions.pxd b/quantlib/pricingengines/bond/_bondfunctions.pxd
index 80f316783..8c1502deb 100644
--- a/quantlib/pricingengines/bond/_bondfunctions.pxd
+++ b/quantlib/pricingengines/bond/_bondfunctions.pxd
@@ -69,7 +69,6 @@ cdef extern from 'ql/pricingengines/bond/bondfunctions.hpp' namespace 'QuantLib:
     cdef Spread zSpread(Bond bond,
                         Bond.Price Price,
                 shared_ptr[YieldTermStructure],
-                DayCounter dayCounter,
                 Compounding compounding,
                 Frequency frequency,
                 Date settlementDate,
diff --git a/quantlib/pricingengines/bond/bondfunctions.pyx b/quantlib/pricingengines/bond/bondfunctions.pyx
index dfa4938d6..c7519d7b4 100644
--- a/quantlib/pricingengines/bond/bondfunctions.pyx
+++ b/quantlib/pricingengines/bond/bondfunctions.pyx
@@ -133,7 +133,6 @@ def basisPointValue(Bond bond not None,
 
 def zSpread(Bond bond, Price price,
             YieldTermStructure yts not None,
-            DayCounter day_counter not None,
             Compounding compounding,
             Frequency frequency,
             Date settlement_date=Date(),
@@ -145,7 +144,6 @@ def zSpread(Bond bond, Price price,
         deref(bond.as_ptr()),
         price._this,
         static_pointer_cast[_yts.YieldTermStructure](yts._thisptr),
-        deref(day_counter._thisptr),
         compounding,
         frequency,
         settlement_date._thisptr,
diff --git a/quantlib/reference/data_structures.py b/quantlib/reference/data_structures.py
deleted file mode 100644
index 1596ffefb..000000000
--- a/quantlib/reference/data_structures.py
+++ /dev/null
@@ -1,33 +0,0 @@
-""" Definition of canonical data structures used in the
-high-level functions of pyql. The data structures are all pandas DataFrames,
-with defined column names and types. The data frames are empty, and should be
-used as follows:
-
->>> import quantlib.reference.data_structures as df
->>> x = df.option_quotes.reindex(index=range(10))
-"""
-
-import numpy as np
-from pandas import DataFrame
-
-import quantlib.reference.names as nm
-
-
-def option_quotes_template():
-
-    return DataFrame(np.empty((0,), dtype=[(nm.TRADE_DATE, 'object'),
-                                           (nm.STRIKE, 'f4'),
-                                           (nm.EXPIRY_DATE, 'object'),
-                                           (nm.OPTION_TYPE, 'a1'),
-                                           (nm.SPOT, 'f4'),
-                                           (nm.EXERCISE_STYLE, 'a4'),
-                                           (nm.PRICE_BID, 'f4'),
-                                           (nm.PRICE_ASK, 'f4')]))
-
-
-def riskfree_dividend_template():
-    return DataFrame.from_records(np.empty((1,),
-                                  dtype=[(nm.DIVIDEND_YIELD, 'f4'),
-                                         (nm.INTEREST_RATE, 'f4'),
-                                         (nm.MATURITY_DATE, 'object')]),
-                                  index=nm.MATURITY_DATE)
diff --git a/quantlib/termstructures/_inflation_term_structure.pxd b/quantlib/termstructures/_inflation_term_structure.pxd
index 638ed3390..845fc9bff 100644
--- a/quantlib/termstructures/_inflation_term_structure.pxd
+++ b/quantlib/termstructures/_inflation_term_structure.pxd
@@ -45,11 +45,8 @@ cdef extern from 'ql/termstructures/inflationtermstructure.hpp' namespace 'Quant
                                    const shared_ptr[Seasonality] &seasonality # = boost::shared_ptr<Seasonality>()
         ) except +
 
-        Rate zeroRate(Date& d,
-                      Period& inst_obs_lag,
-                      bool force_linear_interpolation,
+        Rate zeroRate(Date d,
                       bool extrapolate)
-
         Rate zeroRate(Time t,
                       bool extrapolate)
 
@@ -73,12 +70,8 @@ cdef extern from 'ql/termstructures/inflationtermstructure.hpp' namespace 'Quant
                                   Frequency frequency,
                                   const DayCounter& dayCounter,
                                   const shared_ptr[Seasonality]& seasonality) except +
-
-        Rate yoyRate(Date& d,
-                      Period& inst_obs_lag,
-                      bool force_linear_interpolation,
-                      bool extrapolate) except +
-
+        Rate yoyRate(Date d,
+                     bool extrapolate) except +
         Rate yoyRate(Time t,
                       bool extrapolate) except +
 
diff --git a/quantlib/termstructures/inflation/_inflation_helpers.pxd b/quantlib/termstructures/inflation/_inflation_helpers.pxd
index 1559bd8be..452fd49c2 100644
--- a/quantlib/termstructures/inflation/_inflation_helpers.pxd
+++ b/quantlib/termstructures/inflation/_inflation_helpers.pxd
@@ -25,8 +25,7 @@ cdef extern from 'ql/termstructures/inflation/inflationhelpers.hpp' namespace 'Q
             BusinessDayConvention payment_convention,
             const DayCounter& day_counter,
             const shared_ptr[ZeroInflationIndex]& zii,
-            CPI.InterpolationType observationInterpolation,
-            const Handle[_yts.YieldTermStructure]& nominal_term_structure) except +
+            CPI.InterpolationType observationInterpolation) except +
 
     # Year-on-year inflation-swap bootstrap helper
     cdef cppclass YearOnYearInflationSwapHelper(YoYInflationTraits.helper):
diff --git a/quantlib/termstructures/inflation/inflation_helpers.pyx b/quantlib/termstructures/inflation/inflation_helpers.pyx
index 71b6c1f8b..c5025e3fe 100644
--- a/quantlib/termstructures/inflation/inflation_helpers.pyx
+++ b/quantlib/termstructures/inflation/inflation_helpers.pyx
@@ -24,8 +24,7 @@ cdef class ZeroCouponInflationSwapHelper:
                  BusinessDayConvention payment_convention,
                  DayCounter day_counter not None,
                  ZeroInflationIndex zii not None,
-                 InterpolationType observation_interpolation,
-                 HandleYieldTermStructure nominal_term_structure not None):
+                 InterpolationType observation_interpolation):
         self._thisptr = shared_ptr[ZeroInflationTraits.helper](
             new _ih.ZeroCouponInflationSwapHelper(
                 quote.handle(),
@@ -34,8 +33,7 @@ cdef class ZeroCouponInflationSwapHelper:
                 calendar._thisptr, payment_convention,
                 deref(day_counter._thisptr),
                 static_pointer_cast[_ii.ZeroInflationIndex](zii._thisptr),
-                <CPI.InterpolationType>observation_interpolation,
-                nominal_term_structure.handle())
+                <CPI.InterpolationType>observation_interpolation)
             )
 
     def set_term_structure(self, ZeroInflationTermStructure ts):
diff --git a/quantlib/termstructures/inflation_term_structure.pyx b/quantlib/termstructures/inflation_term_structure.pyx
index d45af4a33..237eb9e7f 100644
--- a/quantlib/termstructures/inflation_term_structure.pyx
+++ b/quantlib/termstructures/inflation_term_structure.pyx
@@ -34,8 +34,7 @@ cdef class InflationTermStructure(TermStructure):
 
 cdef class ZeroInflationTermStructure(InflationTermStructure):
 
-    def zero_rate(self, d, Period inst_obs_lag=Period(-1, Days),
-                  bool force_linear_interpolation=False, bool extrapolate=False):
+    def zero_rate(self, d, bool extrapolate=False):
 
 
         cdef _if.ZeroInflationTermStructure* term_structure = \
@@ -44,17 +43,13 @@ cdef class ZeroInflationTermStructure(InflationTermStructure):
         if isinstance(d, Date):
             return term_structure.zeroRate(
                 (<Date>d)._thisptr,
-                deref(inst_obs_lag._thisptr),
-                force_linear_interpolation,
                 extrapolate)
         else:
             return term_structure.zeroRate(<Time?>d, extrapolate)
 
 cdef class YoYInflationTermStructure(InflationTermStructure):
 
-    def yoy_rate(self, d, Period inst_obs_lag=Period(-1, Days),
-                 bool force_linear_interpolation=False,
-                 bool extrapolate=False):
+    def yoy_rate(self, Date d, bool extrapolate=False):
 
         cdef _if.YoYInflationTermStructure* term_structure = \
           <_if.YoYInflationTermStructure*>self._thisptr.get()
@@ -62,8 +57,6 @@ cdef class YoYInflationTermStructure(InflationTermStructure):
         if isinstance(d, Date):
             return term_structure.yoyRate(
                 (<Date>d)._thisptr,
-                deref(inst_obs_lag._thisptr),
-                force_linear_interpolation,
                 extrapolate)
         else:
             return term_structure.yoyRate(<Time?>d, extrapolate)
diff --git a/quantlib/termstructures/yields/_piecewise_zerospreaded_termstructure.pxd b/quantlib/termstructures/yields/_piecewise_zerospreaded_termstructure.pxd
index c17538066..34e36fcaa 100644
--- a/quantlib/termstructures/yields/_piecewise_zerospreaded_termstructure.pxd
+++ b/quantlib/termstructures/yields/_piecewise_zerospreaded_termstructure.pxd
@@ -1,7 +1,6 @@
 from libcpp.vector cimport vector
 from quantlib._handle cimport Handle
 from quantlib.time._date cimport Date
-from quantlib.time._daycounter cimport DayCounter
 from quantlib.time.frequency cimport Frequency
 
 from quantlib.termstructures._yield_term_structure cimport YieldTermStructure
@@ -16,7 +15,6 @@ cdef extern from 'ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp
             const vector[Handle[Quote]]& spreads,
             const vector[Date]& dates,
             Compounding comp, # = Continuous,
-            Frequency freq, # = NoFrequency,
-            const DayCounter& dc), # = DayCounter(),
+            Frequency freq) # = NoFrequency,
             #const Interpolator& factory) # = Interpolator())
     ctypedef InterpolatedPiecewiseZeroSpreadedTermStructure[Linear] PiecewiseZeroSpreadedTermStructure
diff --git a/quantlib/termstructures/yields/_zero_spreaded_term_structure.pxd b/quantlib/termstructures/yields/_zero_spreaded_term_structure.pxd
index 8a48723cd..c8bb1ded0 100644
--- a/quantlib/termstructures/yields/_zero_spreaded_term_structure.pxd
+++ b/quantlib/termstructures/yields/_zero_spreaded_term_structure.pxd
@@ -1,7 +1,6 @@
 from libcpp.vector cimport vector
 from quantlib._handle cimport Handle
 from quantlib.time._date cimport Date
-from quantlib.time._daycounter cimport DayCounter
 from quantlib.time.frequency cimport Frequency
 
 from quantlib.termstructures._yield_term_structure cimport YieldTermStructure
@@ -15,5 +14,4 @@ cdef extern from 'ql/termstructures/yield/zerospreadedtermstructure.hpp' namespa
             const Handle[YieldTermStructure]&,
             Handle[Quote]& spread,
             Compounding comp, # = Continuous,
-            Frequency freq, # = NoFrequency,
-            const DayCounter& dc), # = DayCounter(),
+            Frequency freq) # = NoFrequency,
diff --git a/quantlib/termstructures/yields/piecewise_zerospreaded_termstructure.pyx b/quantlib/termstructures/yields/piecewise_zerospreaded_termstructure.pyx
index 092eee59a..9aceb8656 100644
--- a/quantlib/termstructures/yields/piecewise_zerospreaded_termstructure.pyx
+++ b/quantlib/termstructures/yields/piecewise_zerospreaded_termstructure.pyx
@@ -2,7 +2,6 @@ from cython.operator cimport dereference as deref
 from libcpp.vector cimport vector
 from quantlib.compounding cimport Compounding
 from quantlib.handle cimport Handle
-from quantlib.time.daycounter cimport DayCounter
 from quantlib.time.frequency cimport Frequency, NoFrequency
 from quantlib.time._date cimport Date as QlDate
 from quantlib.time.date cimport Date
@@ -13,8 +12,8 @@ from . cimport _piecewise_zerospreaded_termstructure as _pzt
 
 cdef class PiecewiseZeroSpreadedTermStructure(YieldTermStructure):
     def __init__(self, HandleYieldTermStructure h not None, list spreads, list dates,
-                 Compounding comp=Compounding.Continuous, Frequency freq=NoFrequency,
-                 DayCounter dc not None=DayCounter()):
+                 Compounding comp=Compounding.Continuous,
+                 Frequency freq=NoFrequency):
         cdef vector[Handle[_qt.Quote]] spreads_vec
         cdef vector[QlDate] dates_vec
         cdef Quote s
@@ -32,6 +31,5 @@ cdef class PiecewiseZeroSpreadedTermStructure(YieldTermStructure):
                 dates_vec,
                 comp,
                 freq,
-                deref(dc._thisptr)
             )
         )
diff --git a/quantlib/termstructures/yields/zero_spreaded_term_structure.pyx b/quantlib/termstructures/yields/zero_spreaded_term_structure.pyx
index 69219397c..c59b312e6 100644
--- a/quantlib/termstructures/yields/zero_spreaded_term_structure.pyx
+++ b/quantlib/termstructures/yields/zero_spreaded_term_structure.pyx
@@ -1,15 +1,14 @@
 from cython.operator cimport dereference as deref
 from quantlib.compounding cimport Compounding
 from quantlib.handle cimport HandleYieldTermStructure
-from quantlib.time.daycounter cimport DayCounter
 from quantlib.time.frequency cimport Frequency, NoFrequency
 from quantlib.quote cimport Quote
 from . cimport _zero_spreaded_term_structure as _zsts
 
 cdef class ZeroSpreadedTermStructure(YieldTermStructure):
     def __init__(self, HandleYieldTermStructure h not None, Quote spread,
-                 Compounding comp=Compounding.Continuous, Frequency freq=NoFrequency,
-                 DayCounter dc not None=DayCounter()):
+                 Compounding comp=Compounding.Continuous,
+                 Frequency freq=NoFrequency):
 
         self._thisptr.reset(
             new _zsts.ZeroSpreadedTermStructure(
@@ -17,6 +16,5 @@ cdef class ZeroSpreadedTermStructure(YieldTermStructure):
                 spread.handle(),
                 comp,
                 freq,
-                deref(dc._thisptr)
             )
         )
diff --git a/quantlib/util/options.py b/quantlib/util/options.py
index 6b3fe9f8b..05bd496d9 100644
--- a/quantlib/util/options.py
+++ b/quantlib/util/options.py
@@ -9,7 +9,6 @@
 
 import numpy as np
 import quantlib.reference.names as nm
-import quantlib.reference.data_structures as ds
 from pandas import DataFrame
 
 from quantlib.instruments.vanillaoption import VanillaOption
@@ -107,9 +106,11 @@ def options_to_rates(options, t_min=1. / 12., n_min=6):
         implied_dividend_yields.append(dividend_yield)
         expiry_dates.append(expiry_date)
 
-    rates = ds.riskfree_dividend_template().reindex(index=expiry_dates)
-    rates[nm.INTEREST_RATE] = implied_interest_rates
-    rates[nm.DIVIDEND_YIELD] = implied_dividend_yields
+    return DataFrame({
+        nm.INTEREST_RATE: implied_interest_rates,
+        nm.DIVIDEND_YIELD: implied_dividend_yields,
+        },
+                         index=expiry_dates
 
     return rates
 
diff --git a/test/test_bondfunctions.py b/test/test_bondfunctions.py
index 8a3d58c45..431a2756d 100644
--- a/test/test_bondfunctions.py
+++ b/test/test_bondfunctions.py
@@ -98,7 +98,7 @@ def test_display(self):
 
         d = bf.start_date(self.bond)
 
-        zspd = bf.zSpread(self.bond, Price(100.0), self.flat_term_structure, Actual365Fixed(),
+        zspd = bf.zSpread(self.bond, Price(100.0), self.flat_term_structure,
         Compounded, Semiannual, self.settlement_date, 1e-6, 100, 0.5)
 
 
@@ -149,10 +149,10 @@ def test_display(self):
             self.settlement_date, rate_helpers,
             ts_day_counter, accuracy=tolerance)
 
-        pyc_zspd=bf.zSpread(self.bond, Price(102.0), ts, ActualActual(ActualActual.ISDA),
+        pyc_zspd=bf.zSpread(self.bond, Price(102.0), ts,
         Compounded, Semiannual, Date(1, April, 2015), 1e-6, 100, 0.05)
 
-        pyc_zspd_disco=bf.zSpread(self.bond, Price(95.0), ts, ActualActual(ActualActual.ISDA),
+        pyc_zspd_disco=bf.zSpread(self.bond, Price(95.0), ts,
         Compounded, Semiannual, self.settlement_date, 1e-6, 100, 0.05)
 
 
diff --git a/test/test_inflation.py b/test/test_inflation.py
index 3bdf8c524..ec54d86af 100644
--- a/test/test_inflation.py
+++ b/test/test_inflation.py
@@ -14,7 +14,7 @@
 from quantlib.time.api import ( UnitedKingdom, ModifiedFollowing, ActualActual,
                                 Schedule, Actual365Fixed, Unadjusted, Monthly )
 from quantlib.time.dategeneration import DateGeneration
-from quantlib.instruments.bonds.cpibond import CPIBond, InterpolationType
+from quantlib.instruments.bonds.cpibond import CPIBond
 from quantlib.pricingengines.bond import DiscountingBondEngine
 from quantlib.settings import Settings
 from quantlib.handle import RelinkableHandleZeroInflationTermStructure
@@ -100,7 +100,7 @@ def setUp(self):
         self.helpers = [ZeroCouponInflationSwapHelper(
             SimpleQuote(r / 100),
             observation_lag,
-            maturity, self.calendar, ModifiedFollowing, day_counter, self.ii, InterpolationType.AsIndex, self.yts) \
+            maturity, self.calendar, ModifiedFollowing, day_counter, self.ii, InterpolationType.Flat) \
                         for maturity, r in zip(dates, rates)]
         base_date = self.ii.last_fixing_date
 
@@ -119,7 +119,6 @@ def test_clean_price(self):
         contractObservationLag = Period(3, Months)
         observationInterpolation = InterpolationType.Flat
         settlement_days = 3
-        growth_only = True
 
         baseCPI = 206.1
 
@@ -130,7 +129,7 @@ def test_clean_price(self):
                                             Unadjusted,
                                             DateGeneration.Backward)
 
-        cpi_bond = CPIBond(settlement_days, notional, growth_only,
+        cpi_bond = CPIBond(settlement_days, notional,
                            baseCPI, contractObservationLag, fixed_index,
                            observationInterpolation, fixed_schedule,
                            fixed_rates, fixed_day_count, ModifiedFollowing)
@@ -138,9 +137,10 @@ def test_clean_price(self):
         engine = DiscountingBondEngine(self.yts)
         cpi_bond.set_pricing_engine(engine)
         set_coupon_pricer(cpi_bond.cashflows, CPICouponPricer(self.yts))
-        storedPrice = 383.054224764
-        calculated = cpi_bond.clean_price()
-        self.assertAlmostEqual(storedPrice, calculated)
+        stored_price = 396.4704581
+        self.assertAlmostEqual(stored_price, cpi_bond.dirty_price, 5)
+        stored_price = 394.79676679
+        self.assertAlmostEqual(stored_price, cpi_bond.clean_price())
 
 if __name__ == '__main__':
     unittest.main()
diff --git a/test/test_mlab.py b/test/test_mlab.py
index 80c90e024..621db20c8 100644
--- a/test/test_mlab.py
+++ b/test/test_mlab.py
@@ -1,6 +1,7 @@
 import unittest
 
 from datetime import date
+import pandas as pd
 from quantlib.mlab.option_pricing import heston_pricer, blsprice, blsimpv
 from quantlib.mlab.fixed_income import bndprice, cfamounts
 from quantlib.mlab.term_structure import zbt_libor_yield
@@ -8,7 +9,6 @@
 
 from quantlib.util.rates import make_rate_helper, zero_rate
 import quantlib.reference.names as nm
-import quantlib.reference.data_structures as ds
 
 from quantlib.termstructures.yields.api import (
     PiecewiseYieldCurve, BootstrapTrait )
@@ -25,17 +25,20 @@ def test_heston_pricer(self):
         spot = 1290.58
 
         # option definition
-        options = ds.option_quotes_template().reindex(index=range(2))
-        options[nm.OPTION_TYPE] = ['C', 'P']
-        options[nm.STRIKE] = [1290, 1290]
-        options[nm.EXPIRY_DATE] = [date(2015, 1, 1), date(2015, 1, 1)]
-        options[nm.SPOT] = [spot] * 2
-
+        data = {
+                nm.OPTION_TYPE: ["C", "P"],
+                nm.STRIKE: [1290, 1290],
+                nm.EXPIRY_DATE: [date(2015, 1, 1), date(2015, 1, 1)],
+                nm.SPOT: [spot] * 2,
+        }
+        options = pd.DataFrame(data)
         # interest rate and dividend yield
-        rates = ds.riskfree_dividend_template().reindex(
-            index=[date(2011, 3, 16), date(2013, 3, 16), date(2015, 3, 16)])
-        rates[nm.DIVIDEND_YIELD] = [.021, .023, .024]
-        rates[nm.INTEREST_RATE] = [.010, .015, .019]
+        rates = pd.DataFrame(data={
+            nm.DIVIDEND_YIELD: [.021, .023, .024],
+            nm.INTEREST_RATE: [.010, .015, .019],
+                             },
+            index=[date(2011, 3, 16), date(2013, 3, 16), date(2015, 3, 16)],
+                             )
 
         # heston model
         heston_params = dict(v0=0.051965,
diff --git a/test/test_reference.py b/test/test_reference.py
deleted file mode 100644
index 1602b58b5..000000000
--- a/test/test_reference.py
+++ /dev/null
@@ -1,31 +0,0 @@
-import numpy as np
-
-from datetime import date, timedelta
-
-import unittest
-import quantlib.reference.data_structures as df
-import  quantlib.reference.names as nm
-
-class ReferenceTestCase(unittest.TestCase):
-
-    def setUp(self):
-        pass
-
-    def test_option_quotes(self):
-        x = df.option_quotes_template().reindex(index=range(10))
-        x[nm.STRIKE] = range(10)
-        x[nm.OPTION_TYPE] = ['C']*10
-        x[nm.EXPIRY_DATE] = [date(2000,1,1)]*10
-        x[nm.SPOT] = [100]*10
-        self.assertTrue(True)
-
-
-    def test_riskfree_dividend(self):
-        x = df.riskfree_dividend_template().reindex(
-            index=[date(2000,1,1)+timedelta(days=k) for k in range(10)])
-        x[nm.DIVIDEND_YIELD] = np.linspace(.01, .03, 10)
-        x[nm.INTEREST_RATE] = np.linspace(.02, .04, 10)
-        self.assertTrue(True)
-
-if __name__ == '__main__':
-    unittest.main()