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

[Jack G <jac...@gm...>]

Just to confirm, this method is exposed in python:

[image: image.png]

I have found a very useful tool in python is the dir() function... if you
call this on a ql class it will tell you everything that is available from
it as an option - eg. below (easier full screen of course...)

[image: image.png]

On Tue, Nov 24, 2020 at 9:33 PM Francois Botha <ig...@gm...> wrote:

> 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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