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

[Luigi B. <lui...@gm...>]

Hello Ben,
    the flag is exported, see <
https://github.com/lballabio/QuantLib-SWIG/blob/master/SWIG/swap.i#L278>.

Writing `ql.DiscountingSwapEngine(yts, includeSettlementDateFlows)` should
work.

`ql.Settings.instance().includeTodaysCashFlows = False` should also work if
you want to set it once and for all.

Luigi


On Mon, Jan 24, 2022 at 10:42 AM Ben Watson <ben...@ma...>
wrote:

> 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
>
>
>
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