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From: Ali H. <al...@ha...> - 2022-07-26 00:42:46
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Hi,
Generating an overnight schedule for a long period of time (50 years
for example) seems to take a very long time (over 10 seconds for me).
Is there a faster way to do this? I simplified the calender and
business day convention in the example below.
ql.Schedule(ql.Date(25,7,2022), ql.Date(25,7,2072), ql.Period('1D'),
ql.NullCalendar(), ql.Unadjusted,ql.Unadjusted,
ql.DateGeneration.Backward, False)
Best,
Ali
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