[Quantlib-users] Overriding end date for CDS schedule

[<lis...@pm...>]

Hi everyone - I'm trying to price a CDS with a non-standard maturity (11/16/2022), as of today. Tried many variants and looked online, but couldn't find a solution.

When I create a schedule:

cdsSchedule = ql.Schedule(tradeDate, termDate,
3*ql.Period(ql.Monthly),
ql.WeekendsOnly(),
ql.Following, ql.Unadjusted, ql.DateGeneration.CDS, False)

The dates I get from the constructor are:

cdsSchedule.dates()
(Date(20,6,2022), Date(20,9,2022), Date(20,12,2022))

Is there a simple way to override the Date(20,12,2022) entry and replace it by Date(16,11,2022) ?

Many thanks!L