How do I get coupon payment dates for a simple fixed bond using quantlib, quantlib-swig and python - quantlib

Question

I am trying yo learn quantlib (1.3) & python bindings using quantlib-swig (1.2) in ubuntu 13.04. As a starter I am trying to determine the payment dates for a very simple bond as given below using 30/360 European day counter
from QuantLib import *
faceValue = 100.0
doi = Date(31, August, 2000)
dom = Date(31, August, 2008)
coupons = [0.05]
dayCounter = Thirty360(Thirty360.European)
schedule = Schedule(doi, dom, Period(Semiannual),
India(),
Unadjusted, Unadjusted,
DateGeneration.Backward, False)
Following are my questions:
Which method of schedule object will give me the payment dates?
Where do I need to specify the dayCounter object so that the dates are appropriately calculated?
Using Dimitri Reiswich' Presentation, I tried mimicking C++ code, but schedule.dates() returns an error as no such method.
The payment dates for this Fixed Rate bond are, (obtained by using oocalc)
Feb 28, 2001; Aug 31, 2001
Feb 28, 2002; Aug 31, 2002
Feb 28, 2003; Aug 31, 2003
Feb 29, 2004; Aug 31, 2004
Feb 28, 2005; Aug 31, 2005
Feb 28, 2006; Aug 31, 2006
Feb 28, 2007; Aug 31, 2007
Feb 29, 2008; Aug 31, 2008
How do I get the payment dates for this simple bond using python & quantlib? Can someone please help?
regards
K

Answer 1

If you want to look at the schedule you just generated, you can iterate over it:
>>> for d in schedule: print d
...
August 31st, 2000
February 28th, 2001
August 31st, 2001
February 28th, 2002
August 31st, 2002
February 28th, 2003
August 31st, 2003
February 29th, 2004
August 31st, 2004
February 28th, 2005
August 31st, 2005
February 28th, 2006
August 31st, 2006
February 28th, 2007
August 31st, 2007
February 29th, 2008
August 31st, 2008
or call list(schedule) if you want to store them. However, are you sure that those are the payment dates? They are the start and end date for accrual calculation; but some of these fall on a Saturday or a Sunday, and the bond will be paying on the next business day. You can see the effect if you instantiate the bond and retrieve the coupons:
>>> settlement_days = 3
>>> bond = FixedRateBond(settlement_days, faceValue, schedule, coupons, dayCounter)
>>> for c in bond.cashflows():
... print c.date()
...
February 28th, 2001
August 31st, 2001
February 28th, 2002
September 2nd, 2002
February 28th, 2003
September 1st, 2003
March 1st, 2004
August 31st, 2004
February 28th, 2005
August 31st, 2005
February 28th, 2006
August 31st, 2006
February 28th, 2007
August 31st, 2007
February 29th, 2008
September 1st, 2008
September 1st, 2008
(that is, unless Saturdays and Sundays shouldn't be holidays for the Indian calendar. If you think they shouldn't, file a bug report with QuantLib).