http://quantlib.414.s1.nabble.com/Bussiness-day-convention-tp16303p16306.html
> The weekday number is probably not enough if there's holidays close to the
> weekend. You'll have to calculate the following and preceding business day
> and check which is the closest.
>
> This is not pluggable directly in a function that takes a convention,
> though. It needs some development on the library side.
>
> Luigi
>
>
> On Thu, Mar 5, 2015 at 3:21 AM, Cheng Li <
[hidden email]>
> wrote:
>>
>> 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:
[hidden email]]
>> 发送时间: 2015年3月5日 8:35
>> 收件人:
[hidden email]
>> 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
>>
>>
>>
>> --
>> View this message in context:
>>
http://quantlib.10058.n7.nabble.com/Bussiness-day-convention-tp16303.html>> Sent from the quantlib-users mailing list archive at Nabble.com.
>>
>>
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