Posted by
Shuo Wang-2 on
URL: http://quantlib.414.s1.nabble.com/Question-on-Calendar-advance-method-tp79.html
Hi,
I have read the code in calendar.cpp
Date Calendar::advance(const Date& d,
Integer n, TimeUnit unit,
BusinessDayConvention c,
bool endOfMonth) const{...}
It seems when the TimeUnit is Days, the method advances n Business
Days, if this is the case, the BusinessDayConvetion is actually not
useful, because, if I advance (1, Days) from 25th Nov, 2011 with
Unadjusted BusinessDayConvention, I will end up at 28th Nov, 2011,
which is the same as ModifiedFollowing and Following.
This seems to be contradicting to the meaning of unadjusted?
--
王硕
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