[Quantlib-dev] [ quantlib-Bugs-2902185 ] date schedule is incorrect with EndOfMonth=true

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Bugs item #2902185, was opened at 2009-11-22 17:06
Message generated for change (Comment added) made by blitvin
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 9
Private: No
Submitted By: boris l (blitvin)
Assigned to: Luigi Ballabio (lballabio)
Summary: date schedule is incorrect with EndOfMonth=true

Initial Comment:
When date schedule is generated with Convention=Unadjusted and EndOfMonth=TRUE it incorrectly handles end of months. Please see attached spreadsheet as example. It also inocrrectly handles EOM with other conventions (MP,MF). I can be reached at bor...@or.... Thanks a lot - Boris.

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>Comment By: boris l (blitvin)
Date: 2009-12-07 09:31

Message:
we are stuck with this problem in real deadline sensitive project. please
advise what my options are. thanks a lot in advance for expedient response.


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You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2902185&group_id=12740