Bussiness day convention

Posted by seawater on
URL: http://quantlib.414.s1.nabble.com/Bussiness-day-convention-tp16303.html

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