diff --git a/ql/cashflows/subperiodcoupon.cpp b/ql/cashflows/subperiodcoupon.cpp
index 26c8bdddf8..f28c4cf50f 100644
--- a/ql/cashflows/subperiodcoupon.cpp
+++ b/ql/cashflows/subperiodcoupon.cpp
@@ -346,6 +346,8 @@ namespace QuantLib {
     }
 
 
+    QL_DEPRECATED_DISABLE_WARNING
+
     SubPeriodsLeg::SubPeriodsLeg(Schedule schedule, ext::shared_ptr<IborIndex> i)
     : schedule_(std::move(schedule)), index_(std::move(i)), paymentCalendar_(schedule_.calendar()) {
         QL_REQUIRE(index_, "no index provided");
@@ -474,14 +476,12 @@ namespace QuantLib {
                         paymentDate, -exCouponPeriod_, exCouponAdjustment_, exCouponEndOfMonth_);
                 }
             }
-            QL_DEPRECATED_DISABLE_WARNING
             cashflows.push_back(ext::shared_ptr<CashFlow>(new SubPeriodsCoupon(
                 paymentDate, detail::get(notionals_, i, notionals_.back()), start, end,
                 detail::get(fixingDays_, i, index_->fixingDays()), index_,
                 detail::get(gearings_, i, 1.0), detail::get(couponSpreads_, i, 0.0),
                 detail::get(rateSpreads_, i, 0.0), refStart, refEnd, paymentDayCounter_,
                 exCouponDate)));
-            QL_DEPRECATED_ENABLE_WARNING
         }
 
         switch (averagingMethod_) {
@@ -499,4 +499,6 @@ namespace QuantLib {
         return cashflows;
     }
 
+    QL_DEPRECATED_ENABLE_WARNING
+
 }
diff --git a/ql/instruments/zerocouponswap.cpp b/ql/instruments/zerocouponswap.cpp
index 0fd5919e17..92eea77a7d 100644
--- a/ql/instruments/zerocouponswap.cpp
+++ b/ql/instruments/zerocouponswap.cpp
@@ -33,8 +33,16 @@ namespace QuantLib {
                                     const Date& maturityDate,
                                     Real nominal,
                                     const ext::shared_ptr<IborIndex>& index) {
+            Schedule schedule = MakeSchedule()
+                           .from(startDate)
+                           .to(maturityDate)
+                           .withTenor(index->tenor())
+                           .withCalendar(index->fixingCalendar())
+                           .withConvention(index->businessDayConvention())
+                           .backwards()
+                           .endOfMonth(index->endOfMonth());
             auto floatCpn = ext::make_shared<SubPeriodsCoupon>(
-                paymentDate, nominal, startDate, maturityDate, index->fixingDays(), index);
+                paymentDate, nominal, schedule, index->fixingDays(), index);
             floatCpn->setPricer(
                 ext::shared_ptr<FloatingRateCouponPricer>(new CompoundingRatePricer));
             return floatCpn;
diff --git a/test-suite/subperiodcoupons.cpp b/test-suite/subperiodcoupons.cpp
index 3c8dc60b2b..11a8b61c5a 100644
--- a/test-suite/subperiodcoupons.cpp
+++ b/test-suite/subperiodcoupons.cpp
@@ -290,6 +290,8 @@ BOOST_AUTO_TEST_CASE(testSubPeriodsLegConsistencyChecks) {
     Date start(18, March, 2021);
     Date end(18, March, 2031);
 
+    QL_DEPRECATED_DISABLE_WARNING
+
     Leg validLeg = vars.createSubPeriodsLeg(start, end);
     Size N = validLeg.size();
 
@@ -326,6 +328,7 @@ BOOST_AUTO_TEST_CASE(testSubPeriodsLegConsistencyChecks) {
                .withRateSpreads(std::vector<Spread>(N + 1, 0.0))),
         Error);
 
+    QL_DEPRECATED_ENABLE_WARNING
 }