Hmm. Unfortunately, I don't think that SWIG supports boost::optional out of
the box. It will require some kind of mapping, which might be the reason
the wrappers are not updated yet.
Post by CK TUNGwhat I think is QuantLib Python interface file needs to be updated and
wrap again. For this case just add this to *scheduler.i*
and rebuild
Schedule(const std::vector<Date>&,
const Calendar& calendar = NullCalendar(),
const BusinessDayConvention
convention = Unadjusted,
boost::optional<BusinessDayConvention>
terminationDateConvention = boost::none,
const boost::optional<Period> tenor = boost::none,
boost::optional<DateGeneration::Rule> rule = boost::none,
boost::optional<bool> endOfMonth = boost::none,
const std::vector<bool>& isRegular = std::vector<bool>(0));
Thanks
TUNG Ching Kai
97782276
This will build the schedule, but passing it to other classes such as
FixedRateBond won't work. The Schedule constructor exported to Python
should be extended to support the additional parameters now available in
C++. Until then, schedules built in this way won't be very useful...
Luigi
Post by CK TUNGHere is an example
https://leanpub.com/quantlibpythoncookbook/read
calendar = UnitedStates()
dates = [Date(2,1,2015), Date(2, 2,2015),
Date(2,3,2015), Date(1,4,2015),
Date(1,5,2015), Date(1,6,2015),
Date(1,7,2015), Date(3,8,2015),
Date(1,9,2015), Date(1,10,2015),
Date(2,11,2015), Date(1,12,2015),
Date(4,1,2016)]
rolling_convention = Following
schedule= Schedule(dates, calendar,
rolling_convention)
print i+1, d
Hi,
Is it possible to generate a QuantLib Schedule in python just with specific
defined dates?
I'm intending to just download a bond coupon schedule from bloomberg, thus
avoiding any problems with stubs.
Thanks,
Tobias
--
http://quantlib.10058.n7.nabble.com/Generate-Schedule-in-Python-with-given-dates-tp18266.html
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