[Quantlib-users] VanillaSwap Issue?

[Henry Wu Hu <hen...@gm...>]

Hi there. I am pricing a simple swap in Quantlib.

Instead of letting Quantlib to generate the schedule, I have inputs of the
cashflows dates.
This 1 year swap in particular receive Libor 1month every day six of the
month. and pays fixed at maturity.

Calculation date is July 24 and quantlb showed in an error message that it
needetd the input of the Libor 1Month of July 4th. But that day is Holiday
in United States. If I input manually the date and quotes I get an runtime
error specifying invalid date.

Is there a workaround this?


Best Regards

Henry Wu Hu