Posted by
cheng li on
URL: http://quantlib.414.s1.nabble.com/Bussiness-day-convention-tp16303p16304.html
Hi Laura,
I think there is no direct way to do this in QL yet.
To work around, you can use Execl's weekday function to get the exact
weekday number of that particular date. Then use if block to switch between
Following or Preceding convention in qlcalendaradjust function.
Regards,
Cheng
-----邮件原件-----
发件人: seawater [mailto:
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发送时间: 2015年3月5日 8:35
收件人:
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主题: [Quantlib-users] Bussiness day convention
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
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