Error message in RQuantLib FixedRateBond function

Question

I am attempting to calculate the NPV, clean and dirty price, accrued interest, yield, duration, and convexity for each of the bonds in a portfolio loaded into R as a data frame from a csv file. I have bootstrapped a discount curve using the DiscountCurve function in the RQuantLib package. Then, I created a bond function to iterate through the portfolio of bonds and calculate the various metrics. The function code is below. The problem is that I receive an error when running the bond function:

Error in value[[3L]](cond) : 
  Error creating FixedRateBond for row 1 :  Error in FixedRateWithRebuiltCurve(bond, rates, schedule, calc, c(discountCurve$table$date), : Not compatible with requested type: [type=list; target=double].

Here is the bond function code:

price_bond_portfolio <- function(bond_data, discountCurve) {
  
  # Create a placeholder for results
  bond_metrics <- data.frame(matrix(ncol = 7, nrow = nrow(bond_data)))
  colnames(bond_metrics) <- c("clean_price", "dirty_price", "NPV", "duration", "convexity", "yield", "accrued")
  
  for (i in 1:nrow(bond_data)) {
    # Extract bond details with error handling
    bond_details <- tryCatch({
      bond_data[i, ]
    }, error = function(e) {
      stop(paste("Error extracting bond details for row", i, ": ", e))
    })
    
    bond = list(settlementDays = bond_details[["settlementDays"]],
                issueDate = as.Date(bond_details[["issueDate"]], "%Y-%m-%d"),
                faceAmount = bond_details[["faceAmount"]],
                accrualDayCounter = bond_details[["accrualDayCounter"]],
                paymentConvention = bond_details[["paymentConvention"]])
    
    schedule = list(effectiveDate = tradeDate,
                    maturityDate = as.Date(bond_details[["maturityDate"]], "%Y-%m-%d"),
                    period = bond_details[["period"]],
                    calendar = bond_details[["calendar"]],
                    businessDayConvention = bond_details[["businessDayConvention"]],
                    terminationDateConvention = bond_details[["terminationDateConvention"]],
                    dateGeneration = bond_details[["dateGeneration"]],
                    endOfMonth = bond_details[["endOfMonth"]])
    
    calc = list(dayCounter = bond_details[["dayCounter"]],
                compounding = bond_details[["compounding"]],
                freq = bond_details[["freq"]],
                durationType = bond_details[["durationType"]])
    
    rates = list(rates = bond_details[["rates"]])
    
    # dc = DiscountCurve(params, tsQuotes, times)
    
    # Create FixedRateBond object with the provided dates and discounts
    FR_bond <- tryCatch({
      FixedRateBond(bond, rates, schedule, calc, discountCurve)
    }, error = function(e) {
      stop(paste("Error creating FixedRateBond for row", i, ": ", e))
    })
    
    # Extract metrics and store in results
    bond_metrics[i, "clean_price"] <- cleanPrice(FR_bond)
    bond_metrics[i, "dirty_price"] <- dirtyPrice(FR_bond)
    bond_metrics[i, "NPV"] <- NPV(FR_bond)
    bond_metrics[i, "duration"] <- duration(FR_bond)
    bond_metrics[i, "convexity"] <- convexity(FR_bond)
    bond_metrics[i, "yield"] <- bondYield(FR_bond, dayCounter = "Thirty360")
    bond_metrics[i, "accrued"] <- accruedAmount(FR_bond)
  }
  
  return(bond_metrics)
}

# Pass the curve_list to the price_bond_portfolio function
bond_metrics <- price_bond_portfolio(bond_data = bond_port, discountCurve= discountCurve)

I have tried various things such as creating a list outside of the function consisting of the dates and zero rates

curve = list(dates = discountCurve$table$dates, zerorates = discountCurve$table$zeroRates

but I still get the same error.

Any help would be appreciated.