Posted by
Cedrick W. Johnson on
URL: http://quantlib.414.s1.nabble.com/how-to-get-the-settlement-day-tp7873p7874.html
Take a look at the samples, in particular Bonds.cpp:
Calendar calendar = TARGET();
Date settlementDate(18, September, 2008);
// must be a business day
settlementDate = calendar.adjust(settlementDate);
Integer fixingDays = 3;
Natural settlementDays = 3;
Date todaysDate = calendar.advance(settlementDate, -fixingDays, Days);
Also the Calendar class under ql/time/Calendar may be of assistance in specifying local holidays, etc.
HTH,
C
On 12/10/2010 03:53 PM, Le Shi wrote:
>
> Hi guys,
>
> Right now, I have the bond trade date( for example, today ). How could
> I get the bond settlement date? Let’s say settlement days =3.
>
> Does Quantlib has some API to add days depending on business schedule?
>
> Thank you all!
>
>
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