Bussiness day convention
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Hi,
For certain country bonds, the payments are scheduled to be Nearest business day. Quantlib excel currently supports F, MF, P,MP etc. I couldn't find a matching one for paying one day before if it falls on Sat and one day after if it falls on Sun. Could anyone help out please? Thank you in advance! Regards, Laura |
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Hi Laura,
I think there is no direct way to do this in QL yet. To work around, you can use Execl's weekday function to get the exact weekday number of that particular date. Then use if block to switch between Following or Preceding convention in qlcalendaradjust function. Regards, Cheng -----邮件原件----- 发件人: seawater [mailto:[hidden email]] 发送时间: 2015年3月5日 8:35 收件人: [hidden email] 主题: [Quantlib-users] Bussiness day convention Hi, For certain country bonds, the payments are scheduled to be Nearest business day. Quantlib excel currently supports F, MF, P,MP etc. I couldn't find a matching one for paying one day before if it falls on Sat and one day after if it falls on Sun. Could anyone help out please? Thank you in advance! Regards, Laura -- View this message in context: http://quantlib.10058.n7.nabble.com/Bussiness-day-convention-tp16303.html Sent from the quantlib-users mailing list archive at Nabble.com. ---------------------------------------------------------------------------- -- Dive into the World of Parallel Programming The Go Parallel Website, sponsored by Intel and developed in partnership with Slashdot Media, is your hub for all things parallel software development, from weekly thought leadership blogs to news, videos, case studies, tutorials and more. Take a look and join the conversation now. http://goparallel.sourceforge.net/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users ------------------------------------------------------------------------------ Dive into the World of Parallel Programming The Go Parallel Website, sponsored by Intel and developed in partnership with Slashdot Media, is your hub for all things parallel software development, from weekly thought leadership blogs to news, videos, case studies, tutorials and more. Take a look and join the conversation now. http://goparallel.sourceforge.net/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: 答复: Bussiness day convention
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The weekday number is probably not enough if there's holidays close to the weekend. You'll have to calculate the following and preceding business day and check which is the closest. This is not pluggable directly in a function that takes a convention, though. It needs some development on the library side. Luigi On Thu, Mar 5, 2015 at 3:21 AM, Cheng Li <[hidden email]> wrote: Hi Laura, ------------------------------------------------------------------------------ Dive into the World of Parallel Programming The Go Parallel Website, sponsored by Intel and developed in partnership with Slashdot Media, is your hub for all things parallel software development, from weekly thought leadership blogs to news, videos, case studies, tutorials and more. Take a look and join the conversation now. http://goparallel.sourceforge.net/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: 答复: Bussiness day convention
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Hi Laura,
do you have a term sheet for that bond you could send or some reference to an official documentation for that rolling convention ? Just out of curiosity (and as a basis for a possible later implementation in ql of course ...) Peter On 5 March 2015 at 09:35, Luigi Ballabio <[hidden email]> wrote: > The weekday number is probably not enough if there's holidays close to the > weekend. You'll have to calculate the following and preceding business day > and check which is the closest. > > This is not pluggable directly in a function that takes a convention, > though. It needs some development on the library side. > > Luigi > > > On Thu, Mar 5, 2015 at 3:21 AM, Cheng Li <[hidden email]> > wrote: >> >> Hi Laura, >> >> I think there is no direct way to do this in QL yet. >> >> To work around, you can use Execl's weekday function to get the exact >> weekday number of that particular date. Then use if block to switch >> between >> Following or Preceding convention in qlcalendaradjust function. >> >> Regards, >> Cheng >> >> -----邮件原件----- >> 发件人: seawater [mailto:[hidden email]] >> 发送时间: 2015年3月5日 8:35 >> 收件人: [hidden email] >> 主题: [Quantlib-users] Bussiness day convention >> >> Hi, >> >> For certain country bonds, the payments are scheduled to be Nearest >> business >> day. Quantlib excel currently supports F, MF, P,MP etc. I couldn't find a >> matching one for paying one day before if it falls on Sat and one day >> after >> if it falls on Sun. Could anyone help out please? >> >> Thank you in advance! >> Regards, >> Laura >> >> >> >> -- >> View this message in context: >> http://quantlib.10058.n7.nabble.com/Bussiness-day-convention-tp16303.html >> Sent from the quantlib-users mailing list archive at Nabble.com. >> >> >> ---------------------------------------------------------------------------- >> -- >> Dive into the World of Parallel Programming The Go Parallel Website, >> sponsored by Intel and developed in partnership with Slashdot Media, is >> your >> hub for all things parallel software development, from weekly thought >> leadership blogs to news, videos, case studies, tutorials and more. Take a >> look and join the conversation now. http://goparallel.sourceforge.net/ >> _______________________________________________ >> QuantLib-users mailing list >> [hidden email] >> https://lists.sourceforge.net/lists/listinfo/quantlib-users >> >> >> >> ------------------------------------------------------------------------------ >> Dive into the World of Parallel Programming The Go Parallel Website, >> sponsored >> by Intel and developed in partnership with Slashdot Media, is your hub for >> all >> things parallel software development, from weekly thought leadership blogs >> to >> news, videos, case studies, tutorials and more. Take a look and join the >> conversation now. http://goparallel.sourceforge.net/ >> _______________________________________________ >> QuantLib-users mailing list >> [hidden email] >> https://lists.sourceforge.net/lists/listinfo/quantlib-users > > > > > -- > <https://implementingquantlib.blogspot.com> > <https://twitter.com/lballabio> > > ------------------------------------------------------------------------------ > Dive into the World of Parallel Programming The Go Parallel Website, > sponsored > by Intel and developed in partnership with Slashdot Media, is your hub for > all > things parallel software development, from weekly thought leadership blogs > to > news, videos, case studies, tutorials and more. Take a look and join the > conversation now. http://goparallel.sourceforge.net/ > _______________________________________________ > QuantLib-users mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-users > ------------------------------------------------------------------------------ Dive into the World of Parallel Programming The Go Parallel Website, sponsored by Intel and developed in partnership with Slashdot Media, is your hub for all things parallel software development, from weekly thought leadership blogs to news, videos, case studies, tutorials and more. Take a look and join the conversation now. http://goparallel.sourceforge.net/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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Hi all,
Thank you for all for your inputs. Ideally I could find a clean solution. Never tried developing its library, do you mean I need to change at quantlib code level? Then how could I apply it in excel? Below is one example for such business day convention. Korea 20y govt bond. Type Fixed Cpn Freq S/A Day Cnt ACT/ACT Maturity 12/10/2033 BULLET Announcement Date 11/28/2013 Interest Accrual Date 12/10/2013 1st Settle Date 12/24/2013 1st Coupon Date 06/10/2014 Below are payments dates for this bond: 10/6/2015 10/12/2015 10/6/2016 9/12/2016 9/6/2017 11/12/2017 11/6/2018 10/12/2018 10/6/2019 10/12/2019 10/6/2020 10/12/2020 10/6/2021 10/12/2021 10/6/2022 9/12/2022 9/6/2023 11/12/2023 10/6/2024 10/12/2024 10/6/2025 10/12/2025 10/6/2026 10/12/2026 10/6/2027 10/12/2027 9/6/2028 11/12/2028 11/6/2029 10/12/2029 10/6/2030 10/12/2030 10/6/2031 10/12/2031 10/6/2032 10/12/2032 10/6/2033 9/12/2033 Best regards, Laura -----Original Message----- From: Peter Caspers [mailto:[hidden email]] Sent: Thursday, 5 March 2015 5:48 PM To: Luigi Ballabio Cc: Cheng Li; QuantLib users Subject: Re: [Quantlib-users] 答复: Bussiness day convention Hi Laura, do you have a term sheet for that bond you could send or some reference to an official documentation for that rolling convention ? Just out of curiosity (and as a basis for a possible later implementation in ql of course ...) Peter On 5 March 2015 at 09:35, Luigi Ballabio <[hidden email]> wrote: > The weekday number is probably not enough if there's holidays close to > the weekend. You'll have to calculate the following and preceding > business day and check which is the closest. > > This is not pluggable directly in a function that takes a convention, > though. It needs some development on the library side. > > Luigi > > > On Thu, Mar 5, 2015 at 3:21 AM, Cheng Li <[hidden email]> > wrote: >> >> Hi Laura, >> >> I think there is no direct way to do this in QL yet. >> >> To work around, you can use Execl's weekday function to get the exact >> weekday number of that particular date. Then use if block to switch >> between Following or Preceding convention in qlcalendaradjust >> function. >> >> Regards, >> Cheng >> >> -----邮件原件----- >> 发件人: seawater [mailto:[hidden email]] >> 发送时间: 2015年3月5日 8:35 >> 收件人: [hidden email] >> 主题: [Quantlib-users] Bussiness day convention >> >> Hi, >> >> For certain country bonds, the payments are scheduled to be Nearest >> business day. Quantlib excel currently supports F, MF, P,MP etc. I >> couldn't find a matching one for paying one day before if it falls on >> Sat and one day after if it falls on Sun. Could anyone help out >> please? >> >> Thank you in advance! >> Regards, >> Laura >> >> >> >> -- >> View this message in context: >> http://quantlib.10058.n7.nabble.com/Bussiness-day-convention-tp16303. >> html Sent from the quantlib-users mailing list archive at Nabble.com. >> >> >> --------------------------------------------------------------------- >> ------- >> -- >> Dive into the World of Parallel Programming The Go Parallel Website, >> sponsored by Intel and developed in partnership with Slashdot Media, >> is your hub for all things parallel software development, from weekly >> thought leadership blogs to news, videos, case studies, tutorials and >> more. Take a look and join the conversation now. >> http://goparallel.sourceforge.net/ >> _______________________________________________ >> QuantLib-users mailing list >> [hidden email] >> https://lists.sourceforge.net/lists/listinfo/quantlib-users >> >> >> >> --------------------------------------------------------------------- >> --------- Dive into the World of Parallel Programming The Go Parallel >> Website, sponsored by Intel and developed in partnership with >> Slashdot Media, is your hub for all things parallel software >> development, from weekly thought leadership blogs to news, videos, >> case studies, tutorials and more. Take a look and join the >> conversation now. http://goparallel.sourceforge.net/ >> _______________________________________________ >> QuantLib-users mailing list >> [hidden email] >> https://lists.sourceforge.net/lists/listinfo/quantlib-users > > > > > -- > <https://implementingquantlib.blogspot.com> > <https://twitter.com/lballabio> > > ---------------------------------------------------------------------- > -------- Dive into the World of Parallel Programming The Go Parallel > Website, sponsored by Intel and developed in partnership with Slashdot > Media, is your hub for all things parallel software development, from > weekly thought leadership blogs to news, videos, case studies, > tutorials and more. Take a look and join the conversation now. > http://goparallel.sourceforge.net/ > _______________________________________________ > QuantLib-users mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-users > ------------------------------------------------------------------------------ Dive into the World of Parallel Programming The Go Parallel Website, sponsored by Intel and developed in partnership with Slashdot Media, is your hub for all things parallel software development, from weekly thought leadership blogs to news, videos, case studies, tutorials and more. Take a look and join the conversation now. http://goparallel.sourceforge.net/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users ------------------------------------------------------------------------------ Dive into the World of Parallel Programming The Go Parallel Website, sponsored by Intel and developed in partnership with Slashdot Media, is your hub for all things parallel software development, from weekly thought leadership blogs to news, videos, case studies, tutorials and more. Take a look and join the conversation now. http://goparallel.sourceforge.net/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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How is the payment date adjusted if the original date is the middle of three non business days? Would one default to following or preceding business day? On 05 Mar 2015 1:14 PM, "lucy king" <[hidden email]> wrote:
Hi all, ------------------------------------------------------------------------------ Dive into the World of Parallel Programming The Go Parallel Website, sponsored by Intel and developed in partnership with Slashdot Media, is your hub for all things parallel software development, from weekly thought leadership blogs to news, videos, case studies, tutorials and more. Take a look and join the conversation now. http://goparallel.sourceforge.net/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: 答复: Bussiness day convention
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In reply to this post by seawater
Yes, the new convention should be implemented at the code level and exported in Excel by modifying the wrapper code. On Thu, Mar 5, 2015 at 12:12 PM, lucy king <[hidden email]> wrote: Hi all, ------------------------------------------------------------------------------ Dive into the World of Parallel Programming The Go Parallel Website, sponsored by Intel and developed in partnership with Slashdot Media, is your hub for all things parallel software development, from weekly thought leadership blogs to news, videos, case studies, tutorials and more. Take a look and join the conversation now. http://goparallel.sourceforge.net/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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In reply to this post by igitur
It rarely happens, as the coupon dates for all bonds of this country is limited to certain dates. I notice it happened in 2022 Sep 10, a Sat, 9th was public holiday, coupon is scheduled to be paid on 12th, next good business day. From: Francois Botha [mailto:[hidden email]] How is the payment date adjusted if the original date is the middle of three non business days? Would one default to following or preceding business day? On 05 Mar 2015 1:14 PM, "lucy king" <[hidden email]> wrote: Hi all, > The weekday number is probably not enough if there's holidays close to > the weekend. You'll have to calculate the following and preceding > business day and check which is the closest. > > This is not pluggable directly in a function that takes a convention, > though. It needs some development on the library side. > > Luigi > > > On Thu, Mar 5, 2015 at 3:21 AM, Cheng Li <[hidden email]> > wrote: >> >> Hi Laura, >> >> I think there is no direct way to do this in QL yet. >> >> To work around, you can use Execl's weekday function to get the exact >> weekday number of that particular date. Then use if block to switch >> between Following or Preceding convention in qlcalendaradjust >> function. >> >> Regards, >> Cheng >> >> -----邮件原件----- >> 发件人: seawater [mailto:[hidden email]] >> 发送时间: 2015年3月5日 8:35 >> 收件人: [hidden email] >> 主题: [Quantlib-users] Bussiness day convention >> >> Hi, >> >> For certain country bonds, the payments are scheduled to be Nearest >> business day. Quantlib excel currently supports F, MF, P,MP etc. I >> couldn't find a matching one for paying one day before if it falls on >> Sat and one day after if it falls on Sun. Could anyone help out >> please? >> >> Thank you in advance! >> Regards, >> Laura >> >> >> >> -- >> View this message in context: >> http://quantlib.10058.n7.nabble.com/Bussiness-day-convention-tp16303. >> html Sent from the quantlib-users mailing list archive at Nabble.com. >> >> >> --------------------------------------------------------------------- >> ------- >> -- >> Dive into the World of Parallel Programming The Go Parallel Website, >> sponsored by Intel and developed in partnership with Slashdot Media, >> is your hub for all things parallel software development, from weekly >> thought leadership blogs to news, videos, case studies, tutorials and >> more. Take a look and join the conversation now. >> http://goparallel.sourceforge.net/ >> _______________________________________________ >> QuantLib-users mailing list >> [hidden email] >> https://lists.sourceforge.net/lists/listinfo/quantlib-users >> >> >> >> --------------------------------------------------------------------- >> --------- Dive into the World of Parallel Programming The Go Parallel >> Website, sponsored by Intel and developed in partnership with >> Slashdot Media, is your hub for all things parallel software >> development, from weekly thought leadership blogs to news, videos, >> case studies, tutorials and more. Take a look and join the >> conversation now. http://goparallel.sourceforge.net/ >> _______________________________________________ >> QuantLib-users mailing list >> [hidden email] >> https://lists.sourceforge.net/lists/listinfo/quantlib-users > > > > > -- > <https://implementingquantlib.blogspot.com> > <https://twitter.com/lballabio> > > ---------------------------------------------------------------------- > -------- Dive into the World of Parallel Programming The Go Parallel > Website, sponsored by Intel and developed in partnership with Slashdot > Media, is your hub for all things parallel software development, from > weekly thought leadership blogs to news, videos, case studies, > tutorials and more. Take a look and join the conversation now. > http://goparallel.sourceforge.net/ > _______________________________________________ > QuantLib-users mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-users > ------------------------------------------------------------------------------ Dive into the World of Parallel Programming The Go Parallel Website, sponsored by Intel and developed in partnership with Slashdot Media, is your hub for all things parallel software development, from weekly thought leadership blogs to news, videos, case studies, tutorials and more. Take a look and join the conversation now. http://goparallel.sourceforge.net/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users ------------------------------------------------------------------------------ Dive into the World of Parallel Programming The Go Parallel Website, sponsored by Intel and developed in partnership with Slashdot Media, is your hub for all things parallel software development, from weekly thought leadership blogs to news, videos, case studies, tutorials and more. Take a look and join the conversation now. http://goparallel.sourceforge.net/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users ------------------------------------------------------------------------------ Dive into the World of Parallel Programming The Go Parallel Website, sponsored by Intel and developed in partnership with Slashdot Media, is your hub for all things parallel software development, from weekly thought leadership blogs to news, videos, case studies, tutorials and more. Take a look and join the conversation now. http://goparallel.sourceforge.net/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: 答复: Bussiness day convention
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do you have an ISIN or CUSIP code for the example you gave ?
Peter On 5 March 2015 at 12:38, lucy king <[hidden email]> wrote: > It rarely happens, as the coupon dates for all bonds of this country is > limited to certain dates. I notice it happened in 2022 Sep 10, a Sat, 9th > was public holiday, coupon is scheduled to be paid on 12th, next good > business day. > > > > From: Francois Botha [mailto:[hidden email]] > Sent: Thursday, 5 March 2015 7:24 PM > To: lucy king > Cc: Luigi Ballabio; Peter Caspers; QuantLib users; Cheng Li > Subject: Re: [Quantlib-users] 答复: Bussiness day convention > > > > How is the payment date adjusted if the original date is the middle of three > non business days? Would one default to following or preceding business day? > > On 05 Mar 2015 1:14 PM, "lucy king" <[hidden email]> wrote: > > Hi all, > > Thank you for all for your inputs. Ideally I could find a clean solution. > Never tried developing its library, do you mean I need to change at > quantlib code level? Then how could I apply it in excel? > > Below is one example for such business day convention. > > Korea 20y govt bond. > Type Fixed > Cpn Freq S/A > Day Cnt ACT/ACT > Maturity 12/10/2033 > BULLET > Announcement Date 11/28/2013 > Interest Accrual Date 12/10/2013 > 1st Settle Date 12/24/2013 > 1st Coupon Date 06/10/2014 > > Below are payments dates for this bond: > 10/6/2015 > 10/12/2015 > 10/6/2016 > 9/12/2016 > 9/6/2017 > 11/12/2017 > 11/6/2018 > 10/12/2018 > 10/6/2019 > 10/12/2019 > 10/6/2020 > 10/12/2020 > 10/6/2021 > 10/12/2021 > 10/6/2022 > 9/12/2022 > 9/6/2023 > 11/12/2023 > 10/6/2024 > 10/12/2024 > 10/6/2025 > 10/12/2025 > 10/6/2026 > 10/12/2026 > 10/6/2027 > 10/12/2027 > 9/6/2028 > 11/12/2028 > 11/6/2029 > 10/12/2029 > 10/6/2030 > 10/12/2030 > 10/6/2031 > 10/12/2031 > 10/6/2032 > 10/12/2032 > 10/6/2033 > 9/12/2033 > > Best regards, > Laura > > -----Original Message----- > From: Peter Caspers [mailto:[hidden email]] > Sent: Thursday, 5 March 2015 5:48 PM > To: Luigi Ballabio > Cc: Cheng Li; QuantLib users > Subject: Re: [Quantlib-users] 答复: Bussiness day convention > > Hi Laura, > do you have a term sheet for that bond you could send or some reference to > an official documentation for that rolling convention ? > Just out of curiosity (and as a basis for a possible later implementation in > ql of course ...) Peter > > On 5 March 2015 at 09:35, Luigi Ballabio <[hidden email]> wrote: >> The weekday number is probably not enough if there's holidays close to >> the weekend. You'll have to calculate the following and preceding >> business day and check which is the closest. >> >> This is not pluggable directly in a function that takes a convention, >> though. It needs some development on the library side. >> >> Luigi >> >> >> On Thu, Mar 5, 2015 at 3:21 AM, Cheng Li <[hidden email]> >> wrote: >>> >>> Hi Laura, >>> >>> I think there is no direct way to do this in QL yet. >>> >>> To work around, you can use Execl's weekday function to get the exact >>> weekday number of that particular date. Then use if block to switch >>> between Following or Preceding convention in qlcalendaradjust >>> function. >>> >>> Regards, >>> Cheng >>> >>> -----邮件原件----- >>> 发件人: seawater [mailto:[hidden email]] >>> 发送时间: 2015年3月5日 8:35 >>> 收件人: [hidden email] >>> 主题: [Quantlib-users] Bussiness day convention >>> >>> Hi, >>> >>> For certain country bonds, the payments are scheduled to be Nearest >>> business day. Quantlib excel currently supports F, MF, P,MP etc. I >>> couldn't find a matching one for paying one day before if it falls on >>> Sat and one day after if it falls on Sun. Could anyone help out >>> please? >>> >>> Thank you in advance! >>> Regards, >>> Laura >>> >>> >>> >>> -- >>> View this message in context: >>> http://quantlib.10058.n7.nabble.com/Bussiness-day-convention-tp16303. >>> html Sent from the quantlib-users mailing list archive at Nabble.com. >>> >>> >>> --------------------------------------------------------------------- >>> ------- >>> -- >>> Dive into the World of Parallel Programming The Go Parallel Website, >>> sponsored by Intel and developed in partnership with Slashdot Media, >>> is your hub for all things parallel software development, from weekly >>> thought leadership blogs to news, videos, case studies, tutorials and >>> more. Take a look and join the conversation now. >>> http://goparallel.sourceforge.net/ >>> _______________________________________________ >>> QuantLib-users mailing list >>> [hidden email] >>> https://lists.sourceforge.net/lists/listinfo/quantlib-users >>> >>> >>> >>> --------------------------------------------------------------------- >>> --------- Dive into the World of Parallel Programming The Go Parallel >>> Website, sponsored by Intel and developed in partnership with >>> Slashdot Media, is your hub for all things parallel software >>> development, from weekly thought leadership blogs to news, videos, >>> case studies, tutorials and more. Take a look and join the >>> conversation now. http://goparallel.sourceforge.net/ >>> _______________________________________________ >>> QuantLib-users mailing list >>> [hidden email] >>> https://lists.sourceforge.net/lists/listinfo/quantlib-users >> >> >> >> >> -- >> <https://implementingquantlib.blogspot.com> >> <https://twitter.com/lballabio> >> >> ---------------------------------------------------------------------- >> -------- Dive into the World of Parallel Programming The Go Parallel >> Website, sponsored by Intel and developed in partnership with Slashdot >> Media, is your hub for all things parallel software development, from >> weekly thought leadership blogs to news, videos, case studies, >> tutorials and more. Take a look and join the conversation now. >> http://goparallel.sourceforge.net/ >> _______________________________________________ >> QuantLib-users mailing list >> [hidden email] >> https://lists.sourceforge.net/lists/listinfo/quantlib-users >> > > ------------------------------------------------------------------------------ > Dive into the World of Parallel Programming The Go Parallel Website, > sponsored by Intel and developed in partnership with Slashdot Media, is your > hub for all things parallel software development, from weekly thought > leadership blogs to news, videos, case studies, tutorials and more. Take a > look and join the conversation now. http://goparallel.sourceforge.net/ > _______________________________________________ > QuantLib-users mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-users > > > ------------------------------------------------------------------------------ > Dive into the World of Parallel Programming The Go Parallel Website, > sponsored > by Intel and developed in partnership with Slashdot Media, is your hub for > all > things parallel software development, from weekly thought leadership blogs > to > news, videos, case studies, tutorials and more. Take a look and join the > conversation now. http://goparallel.sourceforge.net/ > _______________________________________________ > QuantLib-users mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-users ------------------------------------------------------------------------------ Dive into the World of Parallel Programming The Go Parallel Website, sponsored by Intel and developed in partnership with Slashdot Media, is your hub for all things parallel software development, from weekly thought leadership blogs to news, videos, case studies, tutorials and more. Take a look and join the conversation now. http://goparallel.sourceforge.net/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: 答复: Bussiness day convention
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would KR103502G495 be such a bond for example ?
Peter On 5 March 2015 at 12:54, Peter Caspers <[hidden email]> wrote: > do you have an ISIN or CUSIP code for the example you gave ? > Peter > > On 5 March 2015 at 12:38, lucy king <[hidden email]> wrote: >> It rarely happens, as the coupon dates for all bonds of this country is >> limited to certain dates. I notice it happened in 2022 Sep 10, a Sat, 9th >> was public holiday, coupon is scheduled to be paid on 12th, next good >> business day. >> >> >> >> From: Francois Botha [mailto:[hidden email]] >> Sent: Thursday, 5 March 2015 7:24 PM >> To: lucy king >> Cc: Luigi Ballabio; Peter Caspers; QuantLib users; Cheng Li >> Subject: Re: [Quantlib-users] 答复: Bussiness day convention >> >> >> >> How is the payment date adjusted if the original date is the middle of three >> non business days? Would one default to following or preceding business day? >> >> On 05 Mar 2015 1:14 PM, "lucy king" <[hidden email]> wrote: >> >> Hi all, >> >> Thank you for all for your inputs. Ideally I could find a clean solution. >> Never tried developing its library, do you mean I need to change at >> quantlib code level? Then how could I apply it in excel? >> >> Below is one example for such business day convention. >> >> Korea 20y govt bond. >> Type Fixed >> Cpn Freq S/A >> Day Cnt ACT/ACT >> Maturity 12/10/2033 >> BULLET >> Announcement Date 11/28/2013 >> Interest Accrual Date 12/10/2013 >> 1st Settle Date 12/24/2013 >> 1st Coupon Date 06/10/2014 >> >> Below are payments dates for this bond: >> 10/6/2015 >> 10/12/2015 >> 10/6/2016 >> 9/12/2016 >> 9/6/2017 >> 11/12/2017 >> 11/6/2018 >> 10/12/2018 >> 10/6/2019 >> 10/12/2019 >> 10/6/2020 >> 10/12/2020 >> 10/6/2021 >> 10/12/2021 >> 10/6/2022 >> 9/12/2022 >> 9/6/2023 >> 11/12/2023 >> 10/6/2024 >> 10/12/2024 >> 10/6/2025 >> 10/12/2025 >> 10/6/2026 >> 10/12/2026 >> 10/6/2027 >> 10/12/2027 >> 9/6/2028 >> 11/12/2028 >> 11/6/2029 >> 10/12/2029 >> 10/6/2030 >> 10/12/2030 >> 10/6/2031 >> 10/12/2031 >> 10/6/2032 >> 10/12/2032 >> 10/6/2033 >> 9/12/2033 >> >> Best regards, >> Laura >> >> -----Original Message----- >> From: Peter Caspers [mailto:[hidden email]] >> Sent: Thursday, 5 March 2015 5:48 PM >> To: Luigi Ballabio >> Cc: Cheng Li; QuantLib users >> Subject: Re: [Quantlib-users] 答复: Bussiness day convention >> >> Hi Laura, >> do you have a term sheet for that bond you could send or some reference to >> an official documentation for that rolling convention ? >> Just out of curiosity (and as a basis for a possible later implementation in >> ql of course ...) Peter >> >> On 5 March 2015 at 09:35, Luigi Ballabio <[hidden email]> wrote: >>> The weekday number is probably not enough if there's holidays close to >>> the weekend. You'll have to calculate the following and preceding >>> business day and check which is the closest. >>> >>> This is not pluggable directly in a function that takes a convention, >>> though. It needs some development on the library side. >>> >>> Luigi >>> >>> >>> On Thu, Mar 5, 2015 at 3:21 AM, Cheng Li <[hidden email]> >>> wrote: >>>> >>>> Hi Laura, >>>> >>>> I think there is no direct way to do this in QL yet. >>>> >>>> To work around, you can use Execl's weekday function to get the exact >>>> weekday number of that particular date. Then use if block to switch >>>> between Following or Preceding convention in qlcalendaradjust >>>> function. >>>> >>>> Regards, >>>> Cheng >>>> >>>> -----邮件原件----- >>>> 发件人: seawater [mailto:[hidden email]] >>>> 发送时间: 2015年3月5日 8:35 >>>> 收件人: [hidden email] >>>> 主题: [Quantlib-users] Bussiness day convention >>>> >>>> Hi, >>>> >>>> For certain country bonds, the payments are scheduled to be Nearest >>>> business day. Quantlib excel currently supports F, MF, P,MP etc. I >>>> couldn't find a matching one for paying one day before if it falls on >>>> Sat and one day after if it falls on Sun. Could anyone help out >>>> please? >>>> >>>> Thank you in advance! >>>> Regards, >>>> Laura >>>> >>>> >>>> >>>> -- >>>> View this message in context: >>>> http://quantlib.10058.n7.nabble.com/Bussiness-day-convention-tp16303. >>>> html Sent from the quantlib-users mailing list archive at Nabble.com. >>>> >>>> >>>> --------------------------------------------------------------------- >>>> ------- >>>> -- >>>> Dive into the World of Parallel Programming The Go Parallel Website, >>>> sponsored by Intel and developed in partnership with Slashdot Media, >>>> is your hub for all things parallel software development, from weekly >>>> thought leadership blogs to news, videos, case studies, tutorials and >>>> more. Take a look and join the conversation now. >>>> http://goparallel.sourceforge.net/ >>>> _______________________________________________ >>>> QuantLib-users mailing list >>>> [hidden email] >>>> https://lists.sourceforge.net/lists/listinfo/quantlib-users >>>> >>>> >>>> >>>> --------------------------------------------------------------------- >>>> --------- Dive into the World of Parallel Programming The Go Parallel >>>> Website, sponsored by Intel and developed in partnership with >>>> Slashdot Media, is your hub for all things parallel software >>>> development, from weekly thought leadership blogs to news, videos, >>>> case studies, tutorials and more. Take a look and join the >>>> conversation now. http://goparallel.sourceforge.net/ >>>> _______________________________________________ >>>> QuantLib-users mailing list >>>> [hidden email] >>>> https://lists.sourceforge.net/lists/listinfo/quantlib-users >>> >>> >>> >>> >>> -- >>> <https://implementingquantlib.blogspot.com> >>> <https://twitter.com/lballabio> >>> >>> ---------------------------------------------------------------------- >>> -------- Dive into the World of Parallel Programming The Go Parallel >>> Website, sponsored by Intel and developed in partnership with Slashdot >>> Media, is your hub for all things parallel software development, from >>> weekly thought leadership blogs to news, videos, case studies, >>> tutorials and more. Take a look and join the conversation now. >>> http://goparallel.sourceforge.net/ >>> _______________________________________________ >>> QuantLib-users mailing list >>> [hidden email] >>> https://lists.sourceforge.net/lists/listinfo/quantlib-users >>> >> >> ------------------------------------------------------------------------------ >> Dive into the World of Parallel Programming The Go Parallel Website, >> sponsored by Intel and developed in partnership with Slashdot Media, is your >> hub for all things parallel software development, from weekly thought >> leadership blogs to news, videos, case studies, tutorials and more. Take a >> look and join the conversation now. http://goparallel.sourceforge.net/ >> _______________________________________________ >> QuantLib-users mailing list >> [hidden email] >> https://lists.sourceforge.net/lists/listinfo/quantlib-users >> >> >> ------------------------------------------------------------------------------ >> Dive into the World of Parallel Programming The Go Parallel Website, >> sponsored >> by Intel and developed in partnership with Slashdot Media, is your hub for >> all >> things parallel software development, from weekly thought leadership blogs >> to >> news, videos, case studies, tutorials and more. Take a look and join the >> conversation now. http://goparallel.sourceforge.net/ >> _______________________________________________ >> QuantLib-users mailing list >> [hidden email] >> https://lists.sourceforge.net/lists/listinfo/quantlib-users ------------------------------------------------------------------------------ Dive into the World of Parallel Programming The Go Parallel Website, sponsored by Intel and developed in partnership with Slashdot Media, is your hub for all things parallel software development, from weekly thought leadership blogs to news, videos, case studies, tutorials and more. Take a look and join the conversation now. http://goparallel.sourceforge.net/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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Yes that bond is such case. would KR<a href="tel:103502">103502G495 be such a bond for example ?
Sent from my android device. -----Original Message----- From: Peter Caspers <[hidden email]> To: lucy king <[hidden email]> Cc: Francois Botha <[hidden email]>, Luigi Ballabio <[hidden email]>, QuantLib users <[hidden email]>, Cheng Li <[hidden email]> Sent: Fri, 06 Mar 2015 12:06 AM Subject: Re: [Quantlib-users] 答复: Bussiness day convention Peter On 5 March <a href="tel:2015">2015 at 12:54, Peter Caspers <[hidden email]> wrote: > do you have an ISIN or CUSIP code for the example you gave ? > Peter > > On 5 March <a href="tel:2015">2015 at 12:38, lucy king <[hidden email]> wrote: >> It rarely happens, as the coupon dates for all bonds of this country is >> limited to certain dates. I notice it happened in <a href="tel:2022">2022 Sep 10, a Sat, 9th >> was public holiday, coupon is scheduled to be paid on 12th, next good >> business day. >> >> >> >> From: Francois Botha [mailto:[hidden email]] >> Sent: Thursday, 5 March <a href="tel:20157">2015 7:24 PM >> To: lucy king >> Cc: Luigi Ballabio; Peter Caspers; QuantLib users; Cheng Li >> Subject: Re: [Quantlib-users] 答复: Bussiness day convention >> >> >> >> How is the payment date adjusted if the original date is the middle of three >> non business days? Would one default to following or preceding business day? >> >> On 05 Mar <a href="tel:20151">2015 1:14 PM, "lucy king" <[hidden email]> wrote: >> >> Hi all, >> >> Thank you for all for your inputs. Ideally I could find a clean solution. >> Never tried developing its library, do you mean I need to change at >> quantlib code level? Then how could I apply it in excel? >> >> Below is one example for such business day convention. >> >> Korea 20y govt bond. >> Type Fixed >> Cpn Freq S/A >> Day Cnt ACT/ACT >> Maturity 12/10/2033 >> BULLET >> Announcement Date 11/28/2013 >> Interest Accrual Date 12/10/2013 >> 1st Settle Date 12/24/2013 >> 1st Coupon Date 06/10/2014 >> >> Below are payments dates for this bond: >> 10/6/2015 >> 10/12/2015 >> 10/6/2016 >> 9/12/2016 >> 9/6/2017 >> 11/12/2017 >> 11/6/2018 >> 10/12/2018 >> 10/6/2019 >> 10/12/2019 >> 10/6/2020 >> 10/12/2020 >> 10/6/2021 >> 10/12/2021 >> 10/6/2022 >> 9/12/2022 >> 9/6/2023 >> 11/12/2023 >> 10/6/2024 >> 10/12/2024 >> 10/6/2025 >> 10/12/2025 >> 10/6/2026 >> 10/12/2026 >> 10/6/2027 >> 10/12/2027 >> 9/6/2028 >> 11/12/2028 >> 11/6/2029 >> 10/12/2029 >> 10/6/2030 >> 10/12/2030 >> 10/6/2031 >> 10/12/2031 >> 10/6/2032 >> 10/12/2032 >> 10/6/2033 >> 9/12/2033 >> >> Best regards, >> Laura >> >> -----Original Message----- >> From: Peter Caspers [mailto:[hidden email]] >> Sent: Thursday, 5 March <a href="tel:20155">2015 5:48 PM >> To: Luigi Ballabio >> Cc: Cheng Li; QuantLib users >> Subject: Re: [Quantlib-users] 答复: Bussiness day convention >> >> Hi Laura, >> do you have a term sheet for that bond you could send or some reference to >> an official documentation for that rolling convention ? >> Just out of curiosity (and as a basis for a possible later implementation in >> ql of course ...) Peter >> >> On 5 March <a href="tel:2015">2015 at 09:35, Luigi Ballabio <[hidden email]> wrote: >>> The weekday number is probably not enough if there's holidays close to >>> the weekend. You'll have to calculate the following and preceding >>> business day and check which is the closest. >>> >>> This is not pluggable directly in a function that takes a convention, >>> though. It needs some development on the library side. >>> >>> Luigi >>> >>> >>> On Thu, Mar 5, <a href="tel:2015">2015 at 3:21 AM, Cheng Li <[hidden email]> >>> wrote: >>>> >>>> Hi Laura, >>>> >>>> I think there is no direct way to do this in QL yet. >>>> >>>> To work around, you can use Execl's weekday function to get the exact >>>> weekday number of that particular date. Then use if block to switch >>>> between Following or Preceding convention in qlcalendaradjust >>>> function. >>>> >>>> Regards, >>>> Cheng >>>> >>>> -----邮件原件----- >>>> 发件人: seawater [mailto:[hidden email]] >>>> 发送时间: <a href="tel:2015">2015年3月5日 8:35 >>>> 收件人: [hidden email] >>>> 主题: [Quantlib-users] Bussiness day convention >>>> >>>> Hi, >>>> >>>> For certain country bonds, the payments are scheduled to be Nearest >>>> business day. Quantlib excel currently supports F, MF, P,MP etc. I >>>> couldn't find a matching one for paying one day before if it falls on >>>> Sat and one day after if it falls on Sun. Could anyone help out >>>> please? >>>> >>>> Thank you in advance! >>>> Regards, >>>> Laura >>>> >>>> >>>> >>>> -- >>>> View this message in context: >>>> http://quantlib.10058.n7.nabble.com/Bussiness-day-convention-tp16303. >>>> html Sent from the quantlib-users mailing list archive at Nabble.com. >>>> >>>> >>>> --------------------------------------------------------------------- >>>> ------- >>>> -- >>>> Dive into the World of Parallel Programming The Go Parallel Website, >>>> sponsored by Intel and developed in partnership with Slashdot Media, >>>> is your hub for all things parallel software development, from weekly >>>> thought leadership blogs to news, videos, case studies, tutorials and >>>> more. Take a look and join the conversation now. >>>> http://goparallel.sourceforge.net/ >>>> _______________________________________________ >>>> QuantLib-users mailing list >>>> [hidden email] >>>> https://lists.sourceforge.net/lists/listinfo/quantlib-users >>>> >>>> >>>> >>>> --------------------------------------------------------------------- >>>> --------- Dive into the World of Parallel Programming The Go Parallel >>>> Website, sponsored by Intel and developed in partnership with >>>> Slashdot Media, is your hub for all things parallel software >>>> development, from weekly thought leadership blogs to news, videos, >>>> case studies, tutorials and more. Take a look and join the >>>> conversation now. http://goparallel.sourceforge.net/ >>>> _______________________________________________ >>>> QuantLib-users mailing list >>>> [hidden email] >>>> https://lists.sourceforge.net/lists/listinfo/quantlib-users >>> >>> >>> >>> >>> -- >>> <https://implementingquantlib.blogspot.com> >>> <https://twitter.com/lballabio> >>> >>> ---------------------------------------------------------------------- >>> -------- Dive into the World of Parallel Programming The Go Parallel >>> Website, sponsored by Intel and developed in partnership with Slashdot >>> Media, is your hub for all things parallel software development, from >>> weekly thought leadership blogs to news, videos, case studies, >>> tutorials and more. Take a look and join the conversation now. >>> http://goparallel.sourceforge.net/ >>> _______________________________________________ >>> QuantLib-users mailing list >>> [hidden email] >>> https://lists.sourceforge.net/lists/listinfo/quantlib-users >>> >> >> ------------------------------------------------------------------------------ >> Dive into the World of Parallel Programming The Go Parallel Website, >> sponsored by Intel and developed in partnership with Slashdot Media, is your >> hub for all things parallel software development, from weekly thought >> leadership blogs to news, videos, case studies, tutorials and more. Take a >> look and join the conversation now. http://goparallel.sourceforge.net/ >> _______________________________________________ >> QuantLib-users mailing list >> [hidden email] >> https://lists.sourceforge.net/lists/listinfo/quantlib-users >> >> >> ------------------------------------------------------------------------------ >> Dive into the World of Parallel Programming The Go Parallel Website, >> sponsored >> by Intel and developed in partnership with Slashdot Media, is your hub for >> all >> things parallel software development, from weekly thought leadership blogs >> to >> news, videos, case studies, tutorials and more. Take a look and join the >> conversation now. http://goparallel.sourceforge.net/ >> _______________________________________________ >> QuantLib-users mailing list >> [hidden email] >> https://lists.sourceforge.net/lists/listinfo/quantlib-users ------------------------------------------------------------------------------ Dive into the World of Parallel Programming The Go Parallel Website, sponsored by Intel and developed in partnership with Slashdot Media, is your hub for all things parallel software development, from weekly thought leadership blogs to news, videos, case studies, tutorials and more. Take a look and join the conversation now. http://goparallel.sourceforge.net/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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My attempt at this at https://github.com/lballabio/quantlib/pull/198 Francois Botha On 6 March 2015 at 03:22, King Lucy <[hidden email]> wrote:
------------------------------------------------------------------------------ Dive into the World of Parallel Programming The Go Parallel Website, sponsored by Intel and developed in partnership with Slashdot Media, is your hub for all things parallel software development, from weekly thought leadership blogs to news, videos, case studies, tutorials and more. Take a look and join the conversation now. http://goparallel.sourceforge.net/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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I cannot open the file in your link. From: Francois Botha [mailto:[hidden email]] My attempt at this at https://github.com/lballabio/quantlib/pull/198 Francois Botha On 6 March 2015 at 03:22, King Lucy <[hidden email]> wrote: Yes that bond is such case.
would KR<a href="tel:103502" target="_blank">103502G495 be such a bond for example ? > do you have an ISIN or CUSIP code for the example you gave ? > Peter > > On 5 March <a href="tel:2015" target="_blank">2015 at 12:38, lucy king <[hidden email]> wrote: >> It rarely happens, as the coupon dates for all bonds of this country is >> limited to certain dates. I notice it happened in <a href="tel:2022" target="_blank">2022 Sep 10, a Sat, 9th >> was public holiday, coupon is scheduled to be paid on 12th, next good >> business day. >> >> >> >> From: Francois Botha [mailto:[hidden email]] >> Sent: Thursday, 5 March <a href="tel:20157" target="_blank">2015 7:24 PM >> To: lucy king >> Cc: Luigi Ballabio; Peter Caspers; QuantLib users; Cheng Li >> Subject: Re: [Quantlib-users] 答复: Bussiness day convention >> >> >> >> How is the payment date adjusted if the original date is the middle of three >> non business days? Would one default to following or preceding business day? >> >> On 05 Mar <a href="tel:20151" target="_blank">2015 1:14 PM, "lucy king" <[hidden email]> wrote: >> >> Hi all, >> >> Thank you for all for your inputs. Ideally I could find a clean solution. >> Never tried developing its library, do you mean I need to change at >> quantlib code level? Then how could I apply it in excel? >> >> Below is one example for such business day convention. >> >> Korea 20y govt bond. >> Type Fixed >> Cpn Freq S/A >> Day Cnt ACT/ACT >> Maturity 12/10/2033 >> BULLET >> Announcement Date 11/28/2013 >> Interest Accrual Date 12/10/2013 >> 1st Settle Date 12/24/2013 >> 1st Coupon Date 06/10/2014 >> >> Below are payments dates for this bond: >> 10/6/2015 >> 10/12/2015 >> 10/6/2016 >> 9/12/2016 >> 9/6/2017 >> 11/12/2017 >> 11/6/2018 >> 10/12/2018 >> 10/6/2019 >> 10/12/2019 >> 10/6/2020 >> 10/12/2020 >> 10/6/2021 >> 10/12/2021 >> 10/6/2022 >> 9/12/2022 >> 9/6/2023 >> 11/12/2023 >> 10/6/2024 >> 10/12/2024 >> 10/6/2025 >> 10/12/2025 >> 10/6/2026 >> 10/12/2026 >> 10/6/2027 >> 10/12/2027 >> 9/6/2028 >> 11/12/2028 >> 11/6/2029 >> 10/12/2029 >> 10/6/2030 >> 10/12/2030 >> 10/6/2031 >> 10/12/2031 >> 10/6/2032 >> 10/12/2032 >> 10/6/2033 >> 9/12/2033 >> >> Best regards, >> Laura >> >> -----Original Message----- >> From: Peter Caspers [mailto:[hidden email]] >> Sent: Thursday, 5 March <a href="tel:20155" target="_blank">2015 5:48 PM >> To: Luigi Ballabio >> Cc: Cheng Li; QuantLib users >> Subject: Re: [Quantlib-users] 答复: Bussiness day convention >> >> Hi Laura, >> do you have a term sheet for that bond you could send or some reference to >> an official documentation for that rolling convention ? >> Just out of curiosity (and as a basis for a possible later implementation in >> ql of course ...) Peter >> >> On 5 March <a href="tel:2015" target="_blank">2015 at 09:35, Luigi Ballabio <[hidden email]> wrote: >>> The weekday number is probably not enough if there's holidays close to >>> the weekend. You'll have to calculate the following and preceding >>> business day and check which is the closest. >>> >>> This is not pluggable directly in a function that takes a convention, >>> though. It needs some development on the library side. >>> >>> Luigi >>> >>> >>> On Thu, Mar 5, <a href="tel:2015" target="_blank">2015 at 3:21 AM, Cheng Li <[hidden email]> >>> wrote: >>>> >>>> Hi Laura, >>>> >>>> I think there is no direct way to do this in QL yet. >>>> >>>> To work around, you can use Execl's weekday function to get the exact >>>> weekday number of that particular date. Then use if block to switch >>>> between Following or Preceding convention in qlcalendaradjust >>>> function. >>>> >>>> Regards, >>>> Cheng >>>> >>>> -----邮件原件----- >>>> 发件人: seawater [mailto:[hidden email]] >>>> 发送时间: <a href="tel:2015" target="_blank">2015年3月5日 8:35 >>>> 收件人: [hidden email] >>>> 主题: [Quantlib-users] Bussiness day convention >>>> >>>> Hi, >>>> >>>> For certain country bonds, the payments are scheduled to be Nearest >>>> business day. Quantlib excel currently supports F, MF, P,MP etc. I >>>> couldn't find a matching one for paying one day before if it falls on >>>> Sat and one day after if it falls on Sun. Could anyone help out >>>> please? >>>> >>>> Thank you in advance! >>>> Regards, >>>> Laura >>>> >>>> >>>> >>>> -- >>>> View this message in context: >>>> http://quantlib.10058.n7.nabble.com/Bussiness-day-convention-tp16303. >>>> html Sent from the quantlib-users mailing list archive at Nabble.com. >>>> >>>> >>>> --------------------------------------------------------------------- >>>> ------- >>>> -- >>>> Dive into the World of Parallel Programming The Go Parallel Website, >>>> sponsored by Intel and developed in partnership with Slashdot Media, >>>> is your hub for all things parallel software development, from weekly >>>> thought leadership blogs to news, videos, case studies, tutorials and >>>> more. Take a look and join the conversation now. >>>> http://goparallel.sourceforge.net/ >>>> _______________________________________________ >>>> QuantLib-users mailing list >>>> [hidden email] >>>> https://lists.sourceforge.net/lists/listinfo/quantlib-users >>>> >>>> >>>> >>>> --------------------------------------------------------------------- >>>> --------- Dive into the World of Parallel Programming The Go Parallel >>>> Website, sponsored by Intel and developed in partnership with >>>> Slashdot Media, is your hub for all things parallel software >>>> development, from weekly thought leadership blogs to news, videos, >>>> case studies, tutorials and more. Take a look and join the >>>> conversation now. http://goparallel.sourceforge.net/ >>>> _______________________________________________ >>>> QuantLib-users mailing list >>>> [hidden email] >>>> https://lists.sourceforge.net/lists/listinfo/quantlib-users >>> >>> >>> >>> >>> -- >>> <https://implementingquantlib.blogspot.com> >>> <https://twitter.com/lballabio> >>> >>> ---------------------------------------------------------------------- >>> -------- Dive into the World of Parallel Programming The Go Parallel >>> Website, sponsored by Intel and developed in partnership with Slashdot >>> Media, is your hub for all things parallel software development, from >>> weekly thought leadership blogs to news, videos, case studies, >>> tutorials and more. Take a look and join the conversation now. >>> http://goparallel.sourceforge.net/ >>> _______________________________________________ >>> QuantLib-users mailing list >>> [hidden email] >>> https://lists.sourceforge.net/lists/listinfo/quantlib-users >>> >> >> ------------------------------------------------------------------------------ >> Dive into the World of Parallel Programming The Go Parallel Website, >> sponsored by Intel and developed in partnership with Slashdot Media, is your >> hub for all things parallel software development, from weekly thought >> leadership blogs to news, videos, case studies, tutorials and more. Take a >> look and join the conversation now. http://goparallel.sourceforge.net/ >> _______________________________________________ >> QuantLib-users mailing list >> [hidden email] >> https://lists.sourceforge.net/lists/listinfo/quantlib-users >> >> >> ------------------------------------------------------------------------------ >> Dive into the World of Parallel Programming The Go Parallel Website, >> sponsored >> by Intel and developed in partnership with Slashdot Media, is your hub for >> all >> things parallel software development, from weekly thought leadership blogs >> to >> news, videos, case studies, tutorials and more. Take a look and join the >> conversation now. http://goparallel.sourceforge.net/ >> _______________________________________________ >> QuantLib-users mailing list >> [hidden email] >> https://lists.sourceforge.net/lists/listinfo/quantlib-users Dive into the World of Parallel Programming The Go Parallel Website, sponsored by Intel and developed in partnership with Slashdot Media, is your hub for all things parallel software development, from weekly thought leadership blogs to news, videos, case studies, tutorials and more. Take a look and join the conversation now. http://goparallel.sourceforge.net/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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