Re: [Quantlib-users] Schedule's termination date question

[Luigi B. <lui...@gm...>]

Seeing as nobody seems to oppose it, I'm checking in the change.
"Unadjusted" now doesn't perform any adjustment.

Luigi


2012/1/20 Luigi Ballabio <lui...@gm...>:
> On second thought, we might leave the adjustment if
> terminationDateConvention is not 'Unadjusted' and remove it otherwise.
>
> Thoughts anyone?
>
> Luigi
>
>
> 2011/12/29 Luigi Ballabio <lui...@gm...>:
>> Hello,
>>    it looks like a bug.  The endOfMonth=true flag you're passing as
>> the last argument to the Schedule constructor is taking precedence and
>> moving the termination date to the end of June (you get June 15th if
>> you pass false, but also March 30th instead of the two March 31st).
>> That's probably not the desired behavior.
>>
>> I'll check the code and see what I can do (of course, if anyone wants
>> to have a shot at it instead, you're welcome: just drop me a line).
>>
>> Thanks for the heads-up.
>>
>> Luigi
>>
>>
>> On Thu, Dec 15, 2011 at 1:50 PM, Shuo Wang <shu...@gm...> wrote:
>>> I have run the example in
>>> http://quantlib.org/slides/dima-ql-intro-1.pdf , the code is as below
>>>
>>>
>>>                Date begin(30, September, 2009), end(15, Jun, 2012);            Calendar myCal
>>> = Japan();              BusinessDayConvention bdC =
>>> BusinessDayConvention(Following);               Period myTenor(6,
>>> Months);                DateGeneration::Rule
>>> myRule=DateGeneration::Forward;         Schedule mySched(begin, end, myTenor,
>>> myCal, bdC, bdC, myRule, true);         std::vector<Date>
>>> finalSched=mySched.dates();             BOOST_FOREACH(Date d, finalSched)
>>> std::cout << d << std::endl;
>>>
>>> And this gives this result
>>>
>>> September 30th, 2009
>>> March 31st, 2010
>>> September 30th, 2010
>>> March 31st, 2011
>>> September 30th, 2011
>>> March 30th, 2012
>>> June 29th, 2012  <---termination date
>>>
>>>
>>> But the intro presentation the termination date is June 15, 2012,
>>> which I think is more reasonable result.
>>>
>>> I would like to ask is this behavior by design or a bug?
>>>
>>>
>>> --
>>> 王硕
>>> 邮箱：shu...@gm...
>>> Whatever your journey, keep walking.