[Quantlib-users] Delayed payment dates for swaps and FRN

[Paul B. <p.b...@gm...>]

Dear all

With the advent of swaps on RFR, the terms of payment for some currencies
changed: the two legs now may have delayed payment dates, i.e. the pay date
is n days after the accrual end date (see e.g.
https://www.snb.ch/n/mmr/reference/template_20191202/source/template_20191202.n.pdf
). BTW, the same also holds for some floating rate notes.

According to an older statement of Luigi (
https://stackoverflow.com/questions/39789483/c-quantlib-swap-payment-dates),
there was no (easy) way to account for such delayed payment.

Are there plans to account for such delays? Is there a workaround (sorry,
I'm not yet very experienced with QuantLib)?

Kind regards,
Paul.