QuantlibXL - qlSchedule Issue

Posted by Simone-39 on
URL: http://quantlib.414.s1.nabble.com/QuantlibXL-qlSchedule-Issue-tp8620.html

Hi,
I'm experiencing a behavior of the qlSchedule function I cannot say whether it's a bug or not.

The excel formula { =qlScheduleDates(qlSchedule(;today();"7d";"1d";"Italy::Exchange";"Preceding")) } produces the following list of dates:

tue 06/12/2011

wed 07/12/2011

thu 08/12/2011

fri 09/12/2011

fri 09/12/2011

fri 09/12/2011

mon 12/12/2011

tue 13/12/2011

so there are three Fridays rather than just one.

Not sure why this happens: could it be that the qlSchedule function outputs the two extra Fridays to fill the Saturday and the Sunday that a calendar including holidays should dump instead?

Regards,

--

Simone

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