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

[Ferdinando M. A. <fer...@am...>]

may you please post target vector of dates to be reproduced?


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
>
>
>
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