error in Schedule?
Posted by
Chris Kenyon-2 on
URL: http://quantlib.414.s1.nabble.com/error-in-Schedule-tp12108.html
Hi,
in the Schedule class, if you have endOfMonth=true, and you start from an end-of-month, then the convention is set (silently) to Preceding internally. This happens with both Forward and Backward date generation (around lines 156 and 200), via:
if (endOfMonth && calendar.isEndOfMonth(seed))
convention=Preceding;
This seems like an error - what if you want the convention you specified? What is the reason for this?
Best regards,
Chris Kenyon
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