Re: [Quantlib-users] Issue with Payment Schedule in QuantLib Python

[Pranay P. <pra...@cr...>]

Thank you for the clarification.

On Fri, 17 Jan 2025 at 8:21 PM, Roshan Yadav <er....@gm...> wrote:

> QuantLib applies the EOM (End of Month) rule, overriding the standard
> convention, which ensures that payment dates are always set to the end of
> the month.
>
> On Fri, 17 Jan, 2025, 7:22 pm Pranay Patil, <
> pra...@cr...> wrote:
>
>>   I am encountering an issue with the Schedule class in QuantLib while
>> trying to generate a payment schedule. Below is the scenario I am working
>> with:
>>
>> *Issue Date:* 1 January 2025
>> *Maturity Date:* 31 August 2025
>> *First Stub Date:* 31 January 2025
>> *Calendar Holiday:* 31 March 2025 (specified in the calendar)
>> *End-of-Month (EOM):* True
>>
>> this is my Code snippet
>> payment_schedule = ql.Schedule(
>>     issueDate,
>>     maturityDate,
>>     ql.Period(fromFrequency),
>>     calendar,
>>     ql.Following,
>>     ql.Unadjusted,
>>     dategeneration,
>>     eom,
>>     firststubdate
>> )
>>
>>   Even though I have specified ql.Following for the date adjustment
>> convention, the schedule generates a date of 30 March 2025 instead of the
>> expected 1 April 2025. Given the holiday on 31 March 2025 and the End-of-Month
>> (EOM) flag being set to True, I expected the date to roll forward to 1
>> April 2025.
>>
>> My evaluation is Schedule class is giving preference to the 'eom' flag,
>> not allowing me to choose next month's date according to the ql.Following
>> Can u help me with this how can i approach this  problem
>>
>> Thanks
>>
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