Advancing a Calendar by calendar (not business) days

[ChrisT]

Hi,

I try to find a way to advance a Calendar object by a number of calendar (instead of business) days. For example, having as starting date "Dec. 31, 2012" I want to add 182 days to it.

I tried to do it with:

                Calendar calendar = UnitedStates();
                Date evaluationDate(31, December, 2012);
                int tenor = 182;
                Period p(tenor, Days);
                Date maturityDate = calendar.advance(evaluationDate, p, Unadjusted);

but the result is a maturity date in September (September 19th, 2013). How can I tell Calendar that these are calendar (and not business) days?

Notice that if I convert the 182 days to months, e.g.,

    Period p(6, Months);

I get "June 30th, 2013".

However, this is not an option as all tenors are coming as days (e.g., 34 days, 35 days etc.) and converting them to months will result in truncation.

Thanks,
Chris

[Luigi Ballabio]

In this case, you don't use a calendar at all. You can write:

Date evaluationDate(31, December, 2012);

int tenor = 182;

Period p(tenor, Days);

Date maturityDate = evaluationDate + p;

or simply:

Date maturityDate = evaluationDate + 182;

Luigi

On Wed, May 4, 2016 at 11:38 AM ChrisT <[hidden email]> wrote:

Hi,

I try to find a way to advance a Calendar object by a number of calendar
(instead of business) days. For example, having as starting date "Dec. 31,
2012" I want to add 182 days to it.

I tried to do it with:

                Calendar calendar = UnitedStates();
                Date evaluationDate(31, December, 2012);
                int tenor = 182;
                Period p(tenor, Days);
                Date maturityDate = calendar.advance(evaluationDate, p, Unadjusted);

but the result is a maturity date in September (September 19th, 2013). How
can I tell Calendar that these are calendar (and not business) days?

Notice that if I convert the 182 days to months, e.g.,

    Period p(6, Months);

I get "June 30th, 2013".

However, this is not an option as all tenors are coming as days (e.g., 34
days, 35 days etc.) and converting them to months will result in truncation.

Thanks,
Chris





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