add ThirdWednesdayInclusive to DateGeneration

enthought · Nov 21, 2023 · 90c1505 · 90c1505
1 parent 8b9d0ba
commit 90c1505
Showing 1 changed file with 3 additions and 0 deletions.
diff --git a/quantlib/time/dategeneration.pxd b/quantlib/time/dategeneration.pxd
@@ -7,6 +7,9 @@ cdef extern from 'ql/time/dategenerationrule.hpp' namespace 'QuantLib::DateGener
         ThirdWednesday # All dates but effective date and termination
                        # date are taken to be on the third wednesday
                        # of their month (with forward calculation.)
+        ThirdWednesdayInclusive # All dates including effective date and termination
+                                # date are taken to be on the third wednesday
+                                # of their month (with forward calculation).
         Twentieth # All dates but the effective date are taken to be the
                   # twentieth of their month (used for CDS schedules in
                   # emerging markets.)  The termination date is also modified.