[Quantlib-users] Python Swaps - excluding cashflows on settlement date

[Ben W. <ben...@ma...>]

Hi,

 

I know that a few pricing engines can take includeSettlementDateFlows as a Boolean flag. I can seem to find an example of calling this with swap discount pricing engine. 
 
I want to exclude settlement date cashflows. Without this flag, I would need to hack the code somewhat to generate cashflows from settlementdate +1. 
 
Does ql.DiscountingSwapEngine(yts) have some undocumented flags, or ql.DiscountCurve some additional attributes that can be set to ignore settlement date flows?
 
Regards
 
Ben