QuantLib: Correct compounding argument for `ZeroCouponBond` when computing Yield, Duration, zSpread, etc

Question

When computing figures for a ZeroCouponBond in QuantLib, a number of the methods in BondFunctions expect a Frequency argument, for example yield():

Rate yield  (   
    const Bond & bond,
    Bond::Price price,
    const DayCounter & dayCounter,
    Compounding compounding,
    Frequency frequency,              // <<- Here 
    Date settlementDate = Date(),
    Real accuracy = 1.0e-10,
    Size maxIterations = 100,
    Rate guess = 0.05 
)   

From my asset data, zero coupon bonds are assigned a frequency of ql.Once, since only one payment is made (at maturity). This follows the guidance from the QuantLib Python docs here.

ql.Once: pay interest once, common in zero-coupon bonds;

However, if this frequency is passed to yield() or zSpread() for example, I get the following error:

RuntimeError: frequency not allowed for this interest rate

I have also tried ql.NoFrequency and ql.OtherFrequency, with the same error.

My question is basically: what is the correct frequency to be passed to these BondFunctions methods for ZeroCouponBonds (or rather, for any bond type in general) ?

Thanks in advance for any help !