Re: [Quantlib-users] Overriding end date for CDS schedule

[David D. <nh...@gm...>]

Hi,

You can use next to last:

tradeDate = ql.Date(20, 6, 2022)
termDate = ql.Date(16, 11, 2022)
cdsSchedule = ql.Schedule(tradeDate, termDate,
                          3*ql.Period(ql.Monthly),
                          ql.WeekendsOnly(),
                          ql.Following, ql.Unadjusted,
                          ql.DateGeneration.Backward, False, ql.Date(),
ql.Date(20,9,2022))


*(Date(20,6,2022), Date(20,9,2022), Date(16,11,2022))*




On Mon, 8 Aug 2022 at 21:15, listsubs--- via QuantLib-users <
qua...@li...> wrote:

> 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
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