http://quantlib.414.s1.nabble.com/Bussiness-day-convention-tp16303p16311.html
> It rarely happens, as the coupon dates for all bonds of this country is
> limited to certain dates. I notice it happened in 2022 Sep 10, a Sat, 9th
> was public holiday, coupon is scheduled to be paid on 12th, next good
> business day.
>
>
>
> From: Francois Botha [mailto:
[hidden email]]
> Sent: Thursday, 5 March 2015 7:24 PM
> To: lucy king
> Cc: Luigi Ballabio; Peter Caspers; QuantLib users; Cheng Li
> Subject: Re: [Quantlib-users] 答复: Bussiness day convention
>
>
>
> How is the payment date adjusted if the original date is the middle of three
> non business days? Would one default to following or preceding business day?
>
> On 05 Mar 2015 1:14 PM, "lucy king" <
[hidden email]> wrote:
>
> Hi all,
>
> Thank you for all for your inputs. Ideally I could find a clean solution.
> Never tried developing its library, do you mean I need to change at
> quantlib code level? Then how could I apply it in excel?
>
> Below is one example for such business day convention.
>
> Korea 20y govt bond.
> Type Fixed
> Cpn Freq S/A
> Day Cnt ACT/ACT
> Maturity 12/10/2033
> BULLET
> Announcement Date 11/28/2013
> Interest Accrual Date 12/10/2013
> 1st Settle Date 12/24/2013
> 1st Coupon Date 06/10/2014
>
> Below are payments dates for this bond:
> 10/6/2015
> 10/12/2015
> 10/6/2016
> 9/12/2016
> 9/6/2017
> 11/12/2017
> 11/6/2018
> 10/12/2018
> 10/6/2019
> 10/12/2019
> 10/6/2020
> 10/12/2020
> 10/6/2021
> 10/12/2021
> 10/6/2022
> 9/12/2022
> 9/6/2023
> 11/12/2023
> 10/6/2024
> 10/12/2024
> 10/6/2025
> 10/12/2025
> 10/6/2026
> 10/12/2026
> 10/6/2027
> 10/12/2027
> 9/6/2028
> 11/12/2028
> 11/6/2029
> 10/12/2029
> 10/6/2030
> 10/12/2030
> 10/6/2031
> 10/12/2031
> 10/6/2032
> 10/12/2032
> 10/6/2033
> 9/12/2033
>
> Best regards,
> Laura
>
> -----Original Message-----
> From: Peter Caspers [mailto:
[hidden email]]
> Sent: Thursday, 5 March 2015 5:48 PM
> To: Luigi Ballabio
> Cc: Cheng Li; QuantLib users
> Subject: Re: [Quantlib-users] 答复: Bussiness day convention
>
> Hi Laura,
> do you have a term sheet for that bond you could send or some reference to
> an official documentation for that rolling convention ?
> Just out of curiosity (and as a basis for a possible later implementation in
> ql of course ...) Peter
>
> On 5 March 2015 at 09:35, Luigi Ballabio <
[hidden email]> wrote:
>> 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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https://implementingquantlib.blogspot.com>
>> <
https://twitter.com/lballabio>
>>
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