diff --git a/test/test_cython_bug.pyx b/test/test_cython_bug.pyx
index d71f0251d..e002fa122 100644
--- a/test/test_cython_bug.pyx
+++ b/test/test_cython_bug.pyx
@@ -2,7 +2,7 @@ from quantlib.types cimport Integer, Natural, Rate, Real
 from cython.operator cimport dereference as deref
 from libcpp.vector cimport vector
 
-from quantlib.instruments._bonds cimport FixedRateBond
+from quantlib.instruments.bonds._fixedratebond cimport FixedRateBond
 from quantlib.time._date cimport (
     Date as QlDate, todaysDate, Jul, August, September, endOfMonth
 )
@@ -16,6 +16,7 @@ from quantlib.time.calendars._target cimport TARGET
 from quantlib.time._schedule cimport Schedule
 from quantlib.time.dategeneration cimport DateGeneration
 from quantlib.time.date cimport date_from_qldate, Date
+from quantlib.time._daycounter cimport DayCounter
 from quantlib.time.daycounters._actual_actual cimport ActualActual
 from quantlib.time.daycounters.actual_actual cimport Convention
 
@@ -92,6 +93,7 @@ cdef FixedRateBond* get_bond_for_evaluation_date(QlDate& in_date):
             Calendar(),
             Unadjusted,
             False,
+            DayCounter()
     )
 
     return bond
diff --git a/test/test_inflation.py b/test/test_inflation.py
index 67b51d3e9..92dbe026d 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 )
 from quantlib.time.dategeneration import DateGeneration
-from quantlib.instruments.bonds import CPIBond, InterpolationType
+from quantlib.instruments.bonds.cpibond import CPIBond, InterpolationType
 from quantlib.pricingengines.bond import DiscountingBondEngine
 from quantlib.settings import Settings
 from quantlib.termstructures.inflation_term_structure import \