Posted by
Luigi Ballabio on
Oct 31, 2013; 5:32pm
URL: http://quantlib.414.s1.nabble.com/Generating-schedules-for-29th-or-30th-of-the-month-tp14636p14634.html
Hello Chris,
no, it's not currently handled. (As a workaround, if the first
date were in February but the last weren't, you might build it
backwards from the 29th of the last month. But that's not likely--your
schedules probably span a whole number of years...)
Luigi
On Thu, Oct 31, 2013 at 6:19 PM, Chris Higgs <
[hidden email]> wrote:
> I am building a bridge between Summit and QuantLib and have come across a
> payment schedule which I believe cannot currently be generated in QuantLib.
> Basically it has payments to be made on the 29th of each month, but with a
> settlement/start date not on the 29th. Normally I am passing the firstDate
> parameter to the Schedule class as the 29th of the relevant month of the
> first payment. However in my case the first date is in February 2009, so I
> cannot do this as 29th Feb 2009 is an invalid date. If I pass the 28th Feb,
> then most of my payments come out on the 28th, and if I set the end of month
> flag I get typically the 30th/31st, neither of which is correct I believe
> the same issue arise if payments are supposed to happen on the 30th of the
> month.
>
> If someone can confirm this is indeed a case not currently handled, then I
> happy to take a look at the code to see if I can work out a solution which
> caters for this case, and which would be backwards compatible.
>
> Chris Higgs
>
>
> ------------------------------------------------------------------------------
> Android is increasing in popularity, but the open development platform that
> developers love is also attractive to malware creators. Download this white
> paper to learn more about secure code signing practices that can help keep
> Android apps secure.
>
http://pubads.g.doubleclick.net/gampad/clk?id=65839951&iu=/4140/ostg.clktrk> _______________________________________________
> QuantLib-dev mailing list
>
[hidden email]
>
https://lists.sourceforge.net/lists/listinfo/quantlib-dev>
--
<
https://implementingquantlib.blogspot.com>
<
https://twitter.com/lballabio>
------------------------------------------------------------------------------
Android is increasing in popularity, but the open development platform that
developers love is also attractive to malware creators. Download this white
paper to learn more about secure code signing practices that can help keep
Android apps secure.
http://pubads.g.doubleclick.net/gampad/clk?id=65839951&iu=/4140/ostg.clktrk_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev