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From: Daniel L. <dan...@gm...> - 2020-11-24 13:25:32
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Hi, Let assume I have below parameters for some instrument - import QuantLib as ql risk_free_rate = 0.01 day_count = ql.Actual365Fixed() calendar = ql.UnitedStates() calculation_date = ql.Date(1, 9, 2019) settle_date = calendar.advance(calculation_date, 5, ql.Days) maturity_date = calendar.advance(settle_date, 10, ql.Years) schedule = ql.Schedule(settle_date, maturity_date, ql.Period(6, ql.Months), calendar, ql.ModifiedFollowing, ql.ModifiedFollowing, ql.DateGeneration.Forward, False) Now let say I am given some arbitrary date some_date = ql.Date(7, 11, 2019) With this, is there any direct way to find the next pricing date from the schedule object? |