Posted by
Shuo Wang-2 on
Dec 15, 2011; 12:50pm
URL: http://quantlib.414.s1.nabble.com/Schedule-s-termination-date-question-tp6299.html
Hi all,
I have run the example in
http://quantlib.org/slides/dima-ql-intro-1.pdf , the code is as below
Date begin(30, September, 2009), end(15, Jun, 2012); Calendar myCal
= Japan(); BusinessDayConvention bdC =
BusinessDayConvention(Following); Period myTenor(6,
Months); DateGeneration::Rule
myRule=DateGeneration::Forward; Schedule mySched(begin, end, myTenor,
myCal, bdC, bdC, myRule, true); std::vector<Date>
finalSched=mySched.dates(); BOOST_FOREACH(Date d, finalSched)
std::cout << d << std::endl;
And this gives this result
September 30th, 2009
March 31st, 2010
September 30th, 2010
March 31st, 2011
September 30th, 2011
March 30th, 2012
June 29th, 2012 <---termination date
But the intro presentation the termination date is June 15, 2012,
which I think is more reasonable result.
I would like to ask is this behavior by design or a bug?
--
王硕
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