[Quantlib-dev] Business Day Convention in Calendar Does not Seem to work

[Irakli M. <ima...@ho...>]

Below is the sample (in C# but hopefully context is clear)

            Calendar cal = new 
UnitedStates(UnitedStates.Market.GovernmentBond);
            Date dec30 = new Date(30, Month.December , 2010);
            Date d2mf = cal.advance(dec30, new Period(2, TimeUnit.Days), 
BusinessDayConvention.ModifiedFollowing);
            Date d2f = cal.advance(dec30, new Period(2, TimeUnit.Days), 
BusinessDayConvention.Following);
            Console.WriteLine("ModifiedFollowing -- {0}", d2mf.__str__());
            Console.WriteLine("Following -- {0}", d2f.__str__());


ModifiedFollowing -- January 3rd, 2011   //I would expect to see Dec 31 for 
ModifiedFollowing
Following -- January 3rd, 2011

Regards
Irakli