Mis calculation of accrued amount for bonds about quantlib HOT 7 OPEN

I am not making a choice on the termination biz day convention and coupon biz day convention; these are read from bond's reference data, provided by Markit and are supposed to be as per my first post, though could very well be wrong as Markit often
changes these data on bonds.

However, I am using 1.29 and it seems that the problem goes away on 1.31 so thank you for the pointer and help!

from quantlib.

Thanks for posting! It might take a while before we look at your issue, so don't worry if there seems to be no feedback. We'll get to it.

from quantlib.

When is the first coupon date? Is it regular, short or long? Your termination convention is Following in the code above. If you want regular first coupon then set endOfMonth to false and DateGeneration::Forward. If first coupon is not regular set firstDate to first coupon date and again DateGeneration::Forward. If you want to set the last coupon date instead of first then use nextToLastDate and DateGeneration::Backward.

    Date firstCouponDate = Date(...);
    Schedule bond_sched(issue_date, maturity_date,
                        Period(Semiannual), bond_calendar,
                        bond_convention,
                        Unadjusted,
                        DateGeneration::Forward,
                        true,
                        firstCouponDate);

from quantlib.

The date generation rule is backward for this bond and the termination convention is specified as Following in its reference data.
The end of month, date generation and biz day convention, if changed, would alter the coupon schedule for the bond, to pay coupons on the start of the following month so I think that won't work.

It is very confusing why using a termination convention other than unadjusted, moves the first date of the schedule to end of month, which is what messes up the accrual for the bond.

Thanks vm for your help and suggestions.

from quantlib.

I can not see the problem. Running your code with empty call schedule as callability_prices are not given received accrued amount of 4.175 as expected by BBG. Only termination date is moved to the next month you can use ModifiedFollowing to avoid this which in fact doesn't affect accrued amount.

from quantlib.

Which version of QuantLib are you using? If below 1.31 please update to at least 1.31 and try again as there has been change of behavior to the end of month for effective date and the termination date.

from quantlib.