Re: [Quantlib-dev] Generating schedules for 29th or 30th of the month

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

Hello Chris,
    no, it's not currently handled.  (As a workaround, if the first
date were in February but the last weren't, you might build it
backwards from the 29th of the last month. But that's not likely--your
schedules probably span a whole number of years...)

Luigi


On Thu, Oct 31, 2013 at 6:19 PM, Chris Higgs <chr...@ya...> wrote:
> I am building a bridge between Summit and QuantLib and have come across a
> payment schedule which I believe cannot currently be generated in QuantLib.
> Basically it has payments to be made on the 29th of each month, but with a
> settlement/start date not on the 29th. Normally I am passing the firstDate
> parameter to the Schedule class as the 29th of the relevant month of the
> first payment. However in my case the first date is in February 2009, so I
> cannot do this as 29th Feb 2009 is an invalid date. If I pass the 28th Feb,
> then most of my payments come out on the 28th, and if I set the end of month
> flag I get typically the 30th/31st, neither of which is correct I believe
> the same issue arise if payments are supposed to happen on the 30th of the
> month.
>
> If someone can confirm this is indeed a case not currently handled, then I
> happy to take a look at the code to see if I can work out a solution which
> caters for this case, and which would be backwards compatible.
>
> Chris Higgs
>
>
> ------------------------------------------------------------------------------
> Android is increasing in popularity, but the open development platform that
> developers love is also attractive to malware creators. Download this white
> paper to learn more about secure code signing practices that can help keep
> Android apps secure.
> http://pubads.g.doubleclick.net/gampad/clk?id=65839951&iu=/4140/ostg.clktrk
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>



-- 
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>