Re: [Quantlib-users] Correct way to get the nearest pricing date

[Francois B. <ig...@gm...>]

I'm not very familiar with the Python interface, but I do believe the
original C++ Schedule class has previousDate and nextDate methods. My guess
would be that they are available in Python too.

regards
Francois Botha


On Tue, 24 Nov 2020 at 15:27, Daniel Lobo <dan...@gm...> wrote:

> 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?
>
>
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