diff --git a/quantlib/time/dategeneration.pxd b/quantlib/time/dategeneration.pxd index 62eabb09c..bed2bdb3c 100644 --- 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.