Schedule: is this expected?

Posted by Luca Billi on Feb 07, 2011; 10:16pm
URL: http://quantlib.414.s1.nabble.com/Schedule-is-this-expected-tp8983.html

Hi,

this code:

Schedule schedule(Date(30, Sep, 2010),
                            Date(28, Feb, 2011),
                            1*Months,
                            TARGET(),
                            Following,
                            Following,
                            DateGeneration::Backward,
                            true);

generates these dates:

2010-09-30
2010-10-29     <----- Here I'd have expected 2010-11-01 instead
2010-11-30
2010-12-31
2011-01-31
2011-02-28

When endOfMonth == true, Following doesn't apply but rather ModifiedFollowing.
Is this the intended behavior?

Luca

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