WebWith end-of-month set to False, the schedule doesn't even try to hit the 31st; it starts from a stub on the 30th, so it uses the 30th of the month for all other dates.. Unfortunately, as you say, you can't set end-of-month to True in this case; so you'll probably have to use the Schedule constructor that takes an explicit list of dates (you can generate them by … WebSetting up Schedule for an amortizing floater in QuantLib. I am unsure as to the exact arguments required for the Schedule function for an amortizing floater - my code is listed below. Specifically, my question pertains to whether the schedule should always start from the issue date of the bond or should it start from the settlement date if the ...

question on QuantLib schedule to get bond coupon payment dates - python

WebSchedule (Date effectiveDate, const Date & terminationDate, const Period & tenor, Calendar calendar, BusinessDayConvention convention, BusinessDayConvention terminationDateConvention, … WebOct 20, 2024 · 1. Your bond pays fixed 9.25% a year, twice a year. For most fixed-coupon bonds, the coupon is not "daycounted" - it should be exactly annual coupon / frequency = 4.625% (there are very few exceptions, like Mexican mbonos). The daycount is used if you need to calculate the accrued in the middle of the coupon period, e.g. to get a dirty price. dungeon of naheulbeuk difficulty

issue in latest commit for check dates out of range of schedule · …

Webdates: Date[] Default value calendar: Calendar = new NullCalendar () Default value … WebApr 10, 2014 · 1. No such luck (as of now, at least). It's possible to create a custom Schedule object with just a vector of dates, but it won't work when passed to a bond constructor. The bond will ask the schedule for additional information (such as the tenor) in order to build its coupons, and the schedule doesn't implement the heuristics to deduce … WebJul 5, 2024 · The cashflows() method doesn't filter its results by date, but you can do it before calling amount(). Something like. cfs = bond_leg.cashflows() min_date = referenceDate + ql.Period("6M") print([(c.date(), c.amount()) for c in cfs if c.date() >= min_date]) will work based on the CashFlow interface. If you want more information, you … dungeon of naheulbeuk dwarf throw