Step


Key Step in
Schedule refers to the interval used to generate the implied date sequence.
It is relevant only if
Implied = true
Expects an object of type
Step
If not explicitly defined, it is implied by the entry
Frequency
Any adjustment due to the entries in
Date Bump, Date Bump End and Calendar is applied afterward to the generated dates.
Generally business days are not allowed because QuantLib cannot generate a Schedule object when the interval here includes business days.
Exceptionally business days are allowed if all of the following hold:
Open End = false
Implied = true
No
Calendar = No
No
Date Bump = N
Date Bump End equals Date Bump
Rule = Forward or Backward
Define NFD = false
Define NLD = false