Hi,
I have read the code in calendar.cpp
Date Calendar::advance(const Date& d,
Integer n, TimeUnit unit,
BusinessDayConvention c,
bool endOfMonth) const{...}
It seems when the TimeUnit is Days, the method advances n Business
Days, if this is the case, the BusinessDayConvetion is actually not
useful, because, if I advance (1, Days) from 25th Nov, 2011 with
Unadjusted BusinessDayConvention, I will end up at 28th Nov, 2011,
which is the same as ModifiedFollowing and Following.
This seems to be contradicting to the meaning of unadjusted?
--
王硕
邮箱:
[hidden email]
Whatever your journey, keep walking.
------------------------------------------------------------------------------
All the data continuously generated in your IT infrastructure
contains a definitive record of customers, application performance,
security threats, fraudulent activity, and more. Splunk takes this
data and makes sense of it. IT sense. And common sense.
http://p.sf.net/sfu/splunk-novd2d_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users