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Quanlib and daily schedule on open day
Hi,I have some trouble to generate a daily schedule only on open day. At the moment my schedule contains all days (even saturday and sundays)Calendar is set to Target, thus I schould have only open days. Could someone tell me what's happen ?Regards ,Calendar l_oCalendar = TARGET();BusinessDayConvention l_oConvention = Unadjusted;Date l_oMaturity= EndDate;Schedule l_oSchedule(Today,Maturity,Period(Frequency), Calendar,Convention,Convention, false,false);