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

[Daniel L. <dan...@gm...>]

Thanks Jack for mentioning the dir() function. I was looking for something
similar for long.

On Tue, 24 Nov 2020 at 19:34, Jack G <jac...@gm...> wrote:

> 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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>