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next business date in QuantLib

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Pavan Shah-2

next business date in QuantLib

hello,

what i want to do is get all the business dates starting from a trade date till valuation date.

lets suppose that I have a valuation date and a trade date.

how can I get all business dates including the trade date all the way till date before valuation date?

thanks

Pavan

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Piter Dias-4

next business date in QuantLib

Pavan

Try the Schedule class using a Period of one day and the desired calendar.

On 2013-01-25 21:12, Pavan Shah wrote:

hello,

what i want to do is get all the business dates starting from a trade date till valuation date.

lets suppose that I have a valuation date and a trade date.

how can I get all business dates including the trade date all the way till date before valuation date?

thanks

Pavan
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MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current
with LearnDevNow - 3,200 step-by-step video tutorials by Microsoft
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Pavan Shah-2

Re: next business date in QuantLib

does this seem like the correct syntax?

Calendar mycal = UnitedStates();

BusinessDayConvention bdC=BusinessDayConvention(Following);

Period myTenor(1,Days);

DateGeneration::Rule myRule = DateGeneration::Forward;

thanks

Pavan

On Fri, Jan 25, 2013 at 3:29 PM, Piter Dias <[hidden email]> wrote:

Pavan

Try the Schedule class using a Period of one day and the desired calendar.

On 2013-01-25 21:12, Pavan Shah wrote:
hello,

what i want to do is get all the business dates starting from a trade date till valuation date.

lets suppose that I have a valuation date and a trade date.

how can I get all business dates including the trade date all the way till date before valuation date?

thanks

Pavan
------------------------------------------------------------------------------
Master Visual Studio, SharePoint, SQL, ASP.NET, C# 2012, HTML5, CSS,
MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current
with LearnDevNow - 3,200 step-by-step video tutorials by Microsoft
MVPs and experts. ON SALE this month only -- learn more at:
http://p.sf.net/sfu/learnnow-d2d
_______________________________________________
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[hidden email]
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________________________ Piter Dias [hidden email] www.piterdias.com
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Luigi Ballabio

Re: next business date in QuantLib

Yes, it looks good so far.

On Sat, Jan 26, 2013 at 1:40 AM, Pavan Shah <[hidden email]> wrote:

> does this seem like the correct syntax?
>
> Calendar mycal = UnitedStates();
> BusinessDayConvention bdC=BusinessDayConvention(Following);
> Period myTenor(1,Days);
> DateGeneration::Rule myRule = DateGeneration::Forward;
>
> thanks
> Pavan
>
>
> On Fri, Jan 25, 2013 at 3:29 PM, Piter Dias <[hidden email]>
> wrote:
>>
>> Pavan
>>
>>
>>
>> Try the Schedule class using a Period of one day and the desired calendar.
>>
>>
>>
>> On 2013-01-25 21:12, Pavan Shah wrote:
>>
>> hello,
>>
>>
>> what i want to do is get all the business dates starting from a trade date
>> till valuation date.
>>
>> lets suppose that I have a valuation date and a trade date.
>> how can I get all business dates including the trade date all the way till
>> date before valuation date?
>>
>>
>>
>> thanks
>> Pavan
>>
>>
>> ------------------------------------------------------------------------------
>> Master Visual Studio, SharePoint, SQL, ASP.NET, C# 2012, HTML5, CSS,
>> MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current
>> with LearnDevNow - 3,200 step-by-step video tutorials by Microsoft
>> MVPs and experts. ON SALE this month only -- learn more at:
>> http://p.sf.net/sfu/learnnow-d2d
>>
>>
>> _______________________________________________
>> QuantLib-users mailing list
>> [hidden email]
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>
>>
>>
>> --
>> ________________________
>> Piter Dias
>> [hidden email]
>> www.piterdias.com
>>
>>
>>
>> ------------------------------------------------------------------------------
>> Master Visual Studio, SharePoint, SQL, ASP.NET, C# 2012, HTML5, CSS,
>> MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current
>> with LearnDevNow - 3,200 step-by-step video tutorials by Microsoft
>> MVPs and experts. ON SALE this month only -- learn more at:
>> http://p.sf.net/sfu/learnnow-d2d
>> _______________________________________________
>> QuantLib-users mailing list
>> [hidden email]
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>
>
>
> ------------------------------------------------------------------------------
> Master Visual Studio, SharePoint, SQL, ASP.NET, C# 2012, HTML5, CSS,
> MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current
> with LearnDevNow - 3,200 step-by-step video tutorials by Microsoft
> MVPs and experts. ON SALE this month only -- learn more at:
> http://p.sf.net/sfu/learnnow-d2d
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

Pavan Shah-2

Re: next business date in QuantLib

thanks Luigi

Pavan

On Tue, Jan 29, 2013 at 8:22 AM, Luigi Ballabio <[hidden email]> wrote:

Yes, it looks good so far.

On Sat, Jan 26, 2013 at 1:40 AM, Pavan Shah <[hidden email]> wrote:
> does this seem like the correct syntax?
>
> Calendar mycal = UnitedStates();
> BusinessDayConvention bdC=BusinessDayConvention(Following);
> Period myTenor(1,Days);
> DateGeneration::Rule myRule = DateGeneration::Forward;
>
> thanks
> Pavan
>
>
> On Fri, Jan 25, 2013 at 3:29 PM, Piter Dias <[hidden email]>
> wrote:
>>
>> Pavan
>>
>>
>>
>> Try the Schedule class using a Period of one day and the desired calendar.
>>
>>
>>
>> On 2013-01-25 21:12, Pavan Shah wrote:
>>
>> hello,
>>
>>
>> what i want to do is get all the business dates starting from a trade date
>> till valuation date.
>>
>> lets suppose that I have a valuation date and a trade date.
>> how can I get all business dates including the trade date all the way till
>> date before valuation date?
>>
>>
>>
>> thanks
>> Pavan
>>
>>
>> ------------------------------------------------------------------------------
>> Master Visual Studio, SharePoint, SQL, ASP.NET, C# 2012, HTML5, CSS,
>> MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current
>> with LearnDevNow - 3,200 step-by-step video tutorials by Microsoft
>> MVPs and experts. ON SALE this month only -- learn more at:
>> http://p.sf.net/sfu/learnnow-d2d
>>
>>
>> _______________________________________________
>> QuantLib-users mailing list
>> [hidden email]
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>
>>
>>
>> --
>> ________________________
>> Piter Dias
>> [hidden email]
>> www.piterdias.com
>>
>>
>>
>> ------------------------------------------------------------------------------
>> Master Visual Studio, SharePoint, SQL, ASP.NET, C# 2012, HTML5, CSS,
>> MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current
>> with LearnDevNow - 3,200 step-by-step video tutorials by Microsoft
>> MVPs and experts. ON SALE this month only -- learn more at:
>> http://p.sf.net/sfu/learnnow-d2d
>> _______________________________________________
>> QuantLib-users mailing list
>> [hidden email]
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>
>
>
> ------------------------------------------------------------------------------
> Master Visual Studio, SharePoint, SQL, ASP.NET, C# 2012, HTML5, CSS,
> MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current
> with LearnDevNow - 3,200 step-by-step video tutorials by Microsoft
> MVPs and experts. ON SALE this month only -- learn more at:
> http://p.sf.net/sfu/learnnow-d2d
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>