Re: [Quantlib-users] VanillaSwap Issue?

[Hanjin K. <jea...@gm...>]

I forgot to add cc 
It would be more helful if you post your problematic code.

Best regards,

Hanjin Kim

2018. 7. 27. 오전 11:14, Hanjin Kim <jea...@gm...> 작성:

> Hi 
> 
> Can I see your code?
> 
> Best regards,
> 
> Hanjin Kim
> 
> 2018. 7. 26. 오후 11:16, Henry Wu Hu <hen...@gm...> 작성:
> 
>> 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
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